A simple backward construction of branching Brownian motion with large displacement and applications-Reference-Cited by-同舟云学术

A simple backward construction of branching Brownian motion with large displacement and applications

Published:2022-11-01 Issue:4 Volume:58 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Berestycki Julien¹,Brunet Éric²,Cortines Aser³,Mallein Bastien⁴

Affiliation:

1. University of Oxford, United Kingdom

2. Sorbonne Université, Laboratoire de Physique de l’École Normale Supérieure, PSL Research University; Université Paris-Cité, CNRS, France

3. Institute für Mathematik, Universität Zürich, Switzerland

4. Université Sorbonne Paris Nord, LAGA, UMR 7539, F- 93430, Villetaneuse, France and DMA, École normale supérieure, Université PSL, 75005 Paris, France

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference32 articles.

1. E. Aïdékon. Convergence in law of the minimum of a branching random walk. Ann. Probab. 41 (3A) (2013) 1362–1426.

2. L.-P. Arguin, D. Belius and P. Bourgade. Maximum of the characteristic polynomial of random unitary matrices. Comm. Math. Phys. 349 (2) (2017) 703–751.

3. M. A. Belloum and B. Mallein. Anomalous spreading of reducible multitype branching Brownian motion. Electron. J. Probab. 26 (61) (2021) 39.

4. J. Berestycki Topics on Branching Brownian motion. Oxford Probability, 2014. Lecture notes. Available at http://www.stats.ox.ac.uk/texttildelowberestyc/Articles/EBP18_v2.pdf.

5. J. D. Biggins. Uniform convergence of martingales in the branching random walk. Ann. Probab. 20 (1) (1992) 137–151. Available at https://projecteuclid.org/euclid.aop/1176989921.

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