Can I read 1-stable fluctuations in branching Brownian motion at critical temperature I: the derivative martingale on EtoBox?

1-stable fluctuations in branching Brownian motion at critical temperature I: the derivative martingale by Maillard, Pascal; Pain, Michel is a scholarly article available to read on EtoBox.

What is 1-stable fluctuations in branching Brownian motion at critical temperature I: the derivative martingale about?

Let $(Z_t)_{t\geq 0}$ denote the derivative martingale of branching Brownian motion, i.e.\@ the derivative with respect to the inverse temperature of the normalized partition function at critical temperature. A well-known result by Lalley and Sellke [\textit{Ann. Probab.}, 15(3):1052--1061, 1987] says that this martingale converges almost surely to a limit $Z_\infty$, positive on the event of survival. In this paper, our concern is the fluctuations of the derivative martingale around its limit. A corollary of our results is the following convergence, confirming and strengthening a conjecture by Mueller and Munier [\textit{Phys. Rev. E}, 90:042143, 2014]: \[ \sqrt{t} \left( Z_\infty - Z_t + \frac{\log t}{\sqrt{2\pi t}} Z_\infty \right) \xrightarrow[t\to\infty]{} S_{Z_\infty}, \quad \text{in law}, \] where $S$ is a spectrally positive 1-stable L\'evy process independent of $Z_\infty$. In a first part of the paper, a relatively short proof of (a slightly stronger form of) this convergence is given based on the functional equation satisfied by the characteristic function of $Z_\infty$ together with tail asymptotics of this random variable. We then set up more elaborate arguments which

Author

Maillard, Pascal; Pain, Michel

Published

2018

Language

EN