The maximum of branching Brownian motion in ℝd

Yujin H. Kim, Eyal Lubetzky, Ofer Zeitouni

Research output: Contribution to journalArticlepeer-review

Abstract

We show that in branching Brownian motion (BBM) in ℝd, d ≥ 2, the law of Rt, the maximum distance of a particle from the origin at time t, converges as t → ∞ to the law of a randomly shifted Gumbel random variable.

Original languageEnglish (US)
Pages (from-to)1315-1368
Number of pages54
JournalAnnals of Applied Probability
Volume33
Issue number2
DOIs
StatePublished - Apr 2023

Keywords

  • Bessel process
  • Branching Brownian motion
  • extremal process
  • log-correlated field

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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