Conjectured traveling-wave limit for branching reflected Brownian motion

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Let uR(t,x,y):=Py(MtR≤x)u^R(t,x,y):=\mathbb{P}_y(M^R_t\leq x), where Py\mathbb{P}_y is the law of branching reflected Brownian motion starting at y≥0y\geq 0. Let qδR(y,t)q^R_{\delta}(y,t) be defined as in the source starting at yy. The traveling-wave limit conjecture. For every y≥0y\geq 0, one has

uR(t,x+qδR(y,t),y)⟶wR(x),u^R\bigl(t,x+q^R_{\delta}(y,t),y\bigr)\longrightarrow w^R(x),

where wR:R+→[0,1]w^R:\mathbb{R}^{+}\to[0,1] does not depend on yy and is the solution to a certain ODE to be specified. The conjecture concerns the long-time profile of the distribution of the frontier after centering by its median; the limiting ODE and the precise mode of convergence are not specified here.

References

Primary source

Wenpin Tang, “A note on the frontier of a branching reflected Brownian motion”, arXiv:1404.0422 (2014).

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