A simple path to asymptotics for the frontier of a branching Brownian motion

By Matthew I. Roberts. 2011

72 citations recorded by the source corpus.

We give short proofs of two classical results about the position of the extremal particle in a branching Brownian motion, one concerning the median position and another the almost sure behaviour.

Subfields: Finance, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/06f92d653a2d8fc52a7c1e4d5a045fd0400c062d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Simon C. Harris
2. Zhan Shi
3. Matthew I. Roberts

In Management Science and Operations Research

1. Simon C. Harris
2. Zhan Shi
3. Matthew I. Roberts

In Mathematical Physics

1. Zhan Shi
2. Simon C. Harris
3. Matthew I. Roberts
4. Thomas Madaule
5. Elie Aidékon
6. Rémi Rhodes
7. Vincent Vargas

Citations in the corpus

• The many-to-few lemma and multiple spines (2011, methodology): “Roberts [12] uses the full power of our general many-to-two lemma to give simple proofs of large-time asymptotics on the log scale for branching Brownian motion.”
• Branching random walks (2015, result): “For the analogous results for branching Brownian motion, see Roberts [215].”