The number of absorbed individuals in branching brownian motion with a barrier
Annales de l'I.H.P. Probabilités et statistiques, Volume 49 (2013) no. 2, pp. 428-455.

We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift c. At the point x>0, 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 c 0 , such that this process becomes extinct almost surely if and only if cc 0 . In this case, if Z x denotes the number of individuals absorbed at the barrier, we give an asymptotic for P(Z x =n) as n goes to infinity. If c=c 0 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 Z x near its singular point 1, based on classical results on some complex differential equations.

Nous étudions le mouvement brownien branchant sur-critique sur la droite réelle, issu de l’origine et avec une dérive constante c. Au point x>0, 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 c 0 tel que ce processus s’éteint presque surement si et seulement si cc 0 . Dans ce cas, si on note par Z x le nombre d’individus absorbés en la barrière, nous donnons un équivalent de P(Z x =n) quand n tend vers l’infini. Si c=c 0 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 Z x au voisinage de son point singulier 1, basée sur des résultats classiques concernant certaines équations differéntielles dans le champ complexe.

DOI: 10.1214/11-AIHP451
Classification: Primary 60J80, secondary, 34M35
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, Volume 49 (2013) no. 2, pp. 428-455. doi : 10.1214/11-AIHP451. http://www.numdam.org/articles/10.1214/11-AIHP451/

[1] L. Addario-Berry and N. Broutin. Total progeny in killed branching random walk. Probab. Theory Relat. Fields. 151 (2011) 265-295. | MR | Zbl

[2] E. Aïdékon. Tail asymptotics for the total progeny of the critical killed branching random walk. Electron. Commun. Probab. 15 (2010) 522-533. | MR | Zbl

[3] D. Aldous. Power laws and killed branching random walk. Available at http://www.stat.berkeley.edu/~aldous/Research/OP/brw.html.

[4] K. B. Athreya and P. E. Ney. Branching Processes. Grundlehren Math. Wiss. 196. Springer, New York, 1972. | MR | Zbl

[5] L. Bieberbach. Theorie der gewöhnlichen Differentialgleichungen auf funktionentheoretischer Grundlage dargestellt, Zweite umgearbeitete und erweiterte Auflage. Grundlehren Math. Wiss. 66. Springer, Berlin, 1965. | MR | Zbl

[6] J. Biggins and A. Kyprianou. Measure change in multitype branching. Adv. in Appl. Probab. 36 (2004) 544-581. | MR | Zbl

[7] N. H. Bingham, and R. A. Doney. Asymptotic properties of supercritical branching processes. I. The Galton-Watson process. Adv. in Appl. Probab. 6 (1974) 711-731. | MR | Zbl

[8] A. N. Borodin and P. Salminen. Handbook of Brownian Motion-Facts and Formulae, 2nd edition. Probability and Its Applications. Birkhäuser, Basel, 2002. | MR | Zbl

[9] C. Briot and J.-C. Bouquet. Recherches sur les propriétés des fonctions définies par des équations différentielles. J. Ecole Polyt. 36 (1856) 133-198. | JFM

[10] B. Chauvin. Product martingales and stopping lines for branching Brownian motion. Ann. Probab. 19 (1991) 1195-1205. | MR | Zbl

[11] W. Feller. 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] P. Flajolet and A. Odlyzko. Singularity analysis of generating functions. SIAM J. Discrete Math. 3 (1990) 216-240. | MR | Zbl

[13] P. Flajolet and R. Sedgewick. Analytic Combinatorics. Cambridge Univ. Press, Cambridge, 2009. | MR | Zbl

[14] T. E. Harris. The Theory of Branching Processes. Grundlehren Math. Wiss. 119. Springer, Berlin, 1963. | MR | Zbl

[15] E. Hille. Ordinary Differential Equations in the Complex Domain. Pure and Applied Mathematics. Wiley-Interscience, New York, 1976. | MR | Zbl

[16] L. Hörmander. An Introduction to Complex Analysis in Several Variables, revised edition. North-Holland Mathematical Library 7. North-Holland, Amsterdam, 1973. | Zbl

[17] M. Hukuhara, T. Kimura and T. Matuda. 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

[18] E. L. Ince. Ordinary Differential Equations. Dover, New York, 1944. | JFM | MR | Zbl

[19] H. Kesten. Branching Brownian motion with absorption. Stochastic Process. Appl. 7 (1978) 9-47. | MR | Zbl

[20] A. E. Kyprianou. 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] R. Lyons, R. Pemantle and Y. Peres. Conceptual proofs of LlogL criteria for mean behavior of branching processes. Ann. Probab. 23 (1995) 1125-1138. | MR | Zbl

[22] H. P. Mckean. Application of Brownian motion to the equation of Kolmogorov-Petrovskii-Piskunov. Comm. Pure Appl. Math. 28 (1975) 323-331. | MR | Zbl

[23] J. Neveu. 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] R. Pemantle. Critical killed branching process tail probabilities. Manuscript, 1999.

[25] T. Yang, and Y.-X. Ren. Limit theorem for derivative martingale at criticality w.r.t. branching Brownian motion. Statist. Probab. Lett. 81 (2011) 195-200. | MR | Zbl

Cited by Sources: