Mean-regime conjecture for the maximum and extremal process of two-speed branching random walk

From papers

Suppose that L1\mathcal{L}_1 and L2\mathcal{L}_2 are non-lattice. Assume that there exist θ1,θ2>0\theta_1^*,\theta_2^*>0 such that L1\mathcal{L}_1 and L2\mathcal{L}_2 satisfy assumptions (6), (7), and (8), with θ1=θ2\theta_1^*=\theta_2^*. Let θ:=θ1\theta:=\theta_1^* and

mn:=κ1(θ)tn+κ2(θ)(ntn)32θlogn.m_n:=\kappa_1'(\theta)\lfloor tn\rfloor+\kappa_2'(\theta)(n-\lfloor tn\rfloor)-\frac{3}{2\theta}\log n.

Mean-regime conjecture. There exists a constant Cm>0C_{\mathrm{m}}>0 such that, for every yRy\in\mathbb{R},

limnP(Mn(n)mny)=E(eCmZ(1)eθy),\lim_{n\to\infty}\mathbb{P}(M_n^{(n)}-m_n\leq y)=\mathbb{E}\left(e^{-C_{\mathrm{m}}Z^{(1)}e^{-\theta y}}\right),

and the extremal process

En:=u=nδV(n)(u)mn\mathcal{E}_n:=\sum_{|u|=n}\delta_{V^{(n)}(u)-m_n}

converges in law to a randomly shifted decorated Poisson point process E\mathcal{E} with random intensity measure CmZ(1)θeθydyC_{\mathrm{m}}Z^{(1)}\theta e^{-\theta y}dy and decoration D(2)\mathcal{D}^{(2)}. Here D(2)\mathcal{D}^{(2)} is the limit in law of

u=nδV2(u)maxu=nV2(u)\sum_{|u|=n}\delta_{V_2(u)-\max_{|u|=n}V_2(u)}

conditioned on {maxu=nV2(u)κ2(θ)n}\{\max_{|u|=n}V_2(u)\geq\kappa_2'(\theta)n\}. The conjecture concerns the as-yet unstudied mean regime for branching Brownian motion; it predicts both the limiting law of the centered maximum and the limiting extremal process.

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Sources & referencesView supporting material

Primary source

Lianghui Luo, “The extremal process of two-speed branching random walk”, arXiv:2503.05994 (2025).

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