A Yaglom type asymptotic result for subcritical branching Brownian motion with absorption
Jiaqi Liu
Stochastic Processes and their Applications, 2021, vol. 141, issue C, 245-273
Abstract:
We consider a slightly subcritical branching Brownian motion with absorption, where particles move as Brownian motions with drift −2+2ɛ, undergo dyadic fission at rate 1, and are killed when they reach the origin. We obtain a Yaglom type asymptotic result, showing that the long run expected number of particles conditioned on survival grows exponentially as 1/ɛ as the process approaches criticality.
Keywords: Branching Brownian motion; Yaglom limit laws; Near critical phenomena (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414921001216
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:141:y:2021:i:c:p:245-273
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.spa.2021.07.009
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().