Conjecture on the extremal process of branching Brownian motion

Let Xi(t) Xi(t) denote the extremal process of branching Brownian motion and let Pir Pi_r be the cluster point process obtained by superimposing independent branching Brownian motions with drift 2- √2 on a Poisson point process with conditional density

CZ(xe2x)dxC Z\bigl(-x\mathrm{e}^{-\sqrt{2}x}\bigr)\,\mathrm{d}x

on the negative axis. For a measurable compactly supported function phi ⁣:RR+ phi\colon\mathbb{R}\to\mathbb{R}_+, define

eψr(x)=E[exp(kn(r)ϕ(x+xk(r)2r))].\mathrm{e}^{- \psi_r(x)}=E\left[\exp\left(-\sum_{k\leq n(r)}\phi\bigl(x+x_k(r)-\sqrt{2}r\bigr)\right)\right].

Extremal-process conjecture. In the limit of large times, the distributions of Xi(t) Xi(t) and Pir Pi_r coincide:

limtΞ(t)=(d)limrΠr.\lim_{t\to\infty}\Xi(t)\stackrel{(d)}{=}\lim_{r\to\infty}\Pi_r.

In particular,

limtE[exp(kn(t)ϕ(xk(t)m(t)))]=limrE[exp(CZ0(1eψr(x)){xe2x}dx)].\lim_{t\to\infty}\mathbb{E}\left[\exp\left(-\sum_{k\leq n(t)}\phi\bigl(x_k(t)-m(t)\bigr)\right)\right] =\lim_{r\to\infty}E\left[\exp\left(-CZ\int_{-\infty}^{0}\bigl(1-\mathrm{e}^{-\psi_r(x)}\bigr)\{-x\mathrm{e}^{-\sqrt{2}x}\}\,\mathrm{d}x\right)\right].

The conjecture identifies the limiting extremal process with a Poissonian cluster process and would provide a detailed description of its statistics. The preceding discussion explains that existence of the limiting cluster process and its statistical properties are expected to follow from unusually large displacements of branching Brownian motion clusters, but they had not yet been established in this paper.

Sources & referencesView supporting material

Primary source

Louis-Pierre Arguin, Anton Bovier and Nicola Kistler, “Poissonian statistics in the extremal process of branching Brownian motion”, arXiv:1010.2376 (2012).

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