An ergodic theorem for the extremal process of branching Brownian motion

作者:Arguin Louis Pierre*; Bovier Anton; Kistler Nicola
来源:Annales de l Institut Henri Poincare-Probabilites et Statistiques, 2015, 51(2): 557-569.
DOI:10.1214/14-AIHP608

摘要

In a previous paper, the authors proved a conjecture of Lalley and Sellke that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a Gumbel distribution. The result is extended here to the entire system of particles that are extremal, i.e. close to the maximum. Namely, it is proved that the distribution of extremal particles under time-average converges to a Poisson cluster process.

  • 出版日期2015-5