Nous étudions le mouvement brownien branchant sur-critique sur la droite réelle, issu de l’origine et avec une dérive constante . Au point , nous ajoutons une barrière absorbante, c’est-à-dire les individus qui touchent la barrière sont tués instantanément et sans se reproduire. Il est connu qu’il existe une dérive critique tel que ce processus s’éteint presque surement si et seulement si . Dans ce cas, si on note par le nombre d’individus absorbés en la barrière, nous donnons un équivalent de quand tend vers l’infini. Si et la reproduction est déterministe, ceci améliore des résultats de L. Addario-Berry et N. Broutin [1] et E. Aïdékon [2] sur une conjecture de David Aldous concernant la progéniture totale d’une marche aléatoire branchante. La technique principale utilisée dans les preuves est l’analyse de la fonction génératrice de au voisinage de son point singulier , basée sur des résultats classiques concernant certaines équations differéntielles dans le champ complexe.
We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift . At the point , we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift , such that this process becomes extinct almost surely if and only if . In this case, if denotes the number of individuals absorbed at the barrier, we give an asymptotic for as goes to infinity. If and the reproduction is deterministic, this improves upon results of L. Addario-Berry and N. Broutin [1] and E. Aïdékon [2] on a conjecture by David Aldous about the total progeny of a branching random walk. The main technique used in the proofs is analysis of the generating function of near its singular point , based on classical results on some complex differential equations.
Mots clés : branching brownian motion, Galton-Watson process, Briot-Bouquet equation, FKPP equation, travelling wave, singularity analysis of generating functions
@article{AIHPB_2013__49_2_428_0, author = {Maillard, Pascal}, title = {The number of absorbed individuals in branching brownian motion with a barrier}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {428--455}, publisher = {Gauthier-Villars}, volume = {49}, number = {2}, year = {2013}, doi = {10.1214/11-AIHP451}, mrnumber = {3088376}, zbl = {1281.60070}, language = {en}, url = {http://www.numdam.org/articles/10.1214/11-AIHP451/} }
TY - JOUR AU - Maillard, Pascal TI - The number of absorbed individuals in branching brownian motion with a barrier JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2013 SP - 428 EP - 455 VL - 49 IS - 2 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/11-AIHP451/ DO - 10.1214/11-AIHP451 LA - en ID - AIHPB_2013__49_2_428_0 ER -
%0 Journal Article %A Maillard, Pascal %T The number of absorbed individuals in branching brownian motion with a barrier %J Annales de l'I.H.P. Probabilités et statistiques %D 2013 %P 428-455 %V 49 %N 2 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/11-AIHP451/ %R 10.1214/11-AIHP451 %G en %F AIHPB_2013__49_2_428_0
Maillard, Pascal. The number of absorbed individuals in branching brownian motion with a barrier. Annales de l'I.H.P. Probabilités et statistiques, Tome 49 (2013) no. 2, pp. 428-455. doi : 10.1214/11-AIHP451. http://www.numdam.org/articles/10.1214/11-AIHP451/
[1] Total progeny in killed branching random walk. Probab. Theory Relat. Fields. 151 (2011) 265-295. | MR | Zbl
and .[2] Tail asymptotics for the total progeny of the critical killed branching random walk. Electron. Commun. Probab. 15 (2010) 522-533. | MR | Zbl
.[3] Power laws and killed branching random walk. Available at http://www.stat.berkeley.edu/~aldous/Research/OP/brw.html.
.[4] Branching Processes. Grundlehren Math. Wiss. 196. Springer, New York, 1972. | MR | Zbl
and .[5] Theorie der gewöhnlichen Differentialgleichungen auf funktionentheoretischer Grundlage dargestellt, Zweite umgearbeitete und erweiterte Auflage. Grundlehren Math. Wiss. 66. Springer, Berlin, 1965. | MR | Zbl
.[6] Measure change in multitype branching. Adv. in Appl. Probab. 36 (2004) 544-581. | MR | Zbl
and .[7] Asymptotic properties of supercritical branching processes. I. The Galton-Watson process. Adv. in Appl. Probab. 6 (1974) 711-731. | MR | Zbl
, and .[8] Handbook of Brownian Motion-Facts and Formulae, 2nd edition. Probability and Its Applications. Birkhäuser, Basel, 2002. | MR | Zbl
and .[9] Recherches sur les propriétés des fonctions définies par des équations différentielles. J. Ecole Polyt. 36 (1856) 133-198. | JFM
and .[10] Product martingales and stopping lines for branching Brownian motion. Ann. Probab. 19 (1991) 1195-1205. | MR | Zbl
.[11] An Introduction to Probability Theory and Its Applications, Vol. 2, 2nd edition. Wiley Series in Probability and Mathematical Statistics. Wiley, New York, 1971. | MR | Zbl
.[12] Singularity analysis of generating functions. SIAM J. Discrete Math. 3 (1990) 216-240. | MR | Zbl
and .[13] Analytic Combinatorics. Cambridge Univ. Press, Cambridge, 2009. | MR | Zbl
and .[14] The Theory of Branching Processes. Grundlehren Math. Wiss. 119. Springer, Berlin, 1963. | MR | Zbl
.[15] Ordinary Differential Equations in the Complex Domain. Pure and Applied Mathematics. Wiley-Interscience, New York, 1976. | MR | Zbl
.[16] An Introduction to Complex Analysis in Several Variables, revised edition. North-Holland Mathematical Library 7. North-Holland, Amsterdam, 1973. | Zbl
.[17] Equations différentielles ordinaires du premier ordre dans le champ complexe. Publications of the Mathematical Society of Japan 7. The Mathematical Society of Japan, Tokyo, 1961. | MR | Zbl
, and .[18] Ordinary Differential Equations. Dover, New York, 1944. | JFM | MR | Zbl
.[19] Branching Brownian motion with absorption. Stochastic Process. Appl. 7 (1978) 9-47. | MR | Zbl
.[20] Travelling wave solutions to the K-P-P equation: Alternatives to Simon Harris' probabilistic analysis. Ann. Inst. Henri Poincaré Probab. Stat. 40 (2004) 53-72. | EuDML | Numdam | MR | Zbl
.[21] Conceptual proofs of criteria for mean behavior of branching processes. Ann. Probab. 23 (1995) 1125-1138. | MR | Zbl
, and .[22] Application of Brownian motion to the equation of Kolmogorov-Petrovskii-Piskunov. Comm. Pure Appl. Math. 28 (1975) 323-331. | MR | Zbl
.[23] Multiplicative martingales for spatial branching processes. In Seminar on Stochastic Processes (Princeton, NJ, 1987) 223-242. Progr. Probab. Statist. 15. Birkhäuser Boston, Boston, MA. | MR | Zbl
.[24] Critical killed branching process tail probabilities. Manuscript, 1999.
.[25] Limit theorem for derivative martingale at criticality w.r.t. branching Brownian motion. Statist. Probab. Lett. 81 (2011) 195-200. | MR | Zbl
, and .Cité par Sources :