<p>We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of type 1 can give birth to particles of types 1 and 2, but particles of type 2 only give birth to descendants of type 2. Under some specific conditions, Belloum and Mallein showed that the maximum position <i>M</i><sub><i>t</i></sub> of all particles alive at time <i>t</i>, suitably centered by a deterministic function <i>m</i><sub><i>t</i></sub>, converge weakly. In this work, we are interested in the decay rate of the following upper large deviation probability, as <i>t</i> → ∞</p><p><Equation ID="Equa"> <EquationSource Format="TEX">\(\mathbb{P}(M_{t}\geq \theta m_{t}), \quad \theta &gt;1.\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mi mathvariant="double-struck">P</mi> </mrow> <mo stretchy="false">(</mo> <msub> <mi>M</mi> <mrow> <mi>t</mi> </mrow> </msub> <mo>≥</mo> <mi>θ</mi> <msub> <mi>m</mi> <mrow> <mi>t</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> <mspace width="1em" /> <mi>θ</mi> <mo>&gt;</mo> <mn>1.</mn> </math></EquationSource> </Equation></p><p>We shall show that the decay rate function exhibits phase transitions depending on certain relations between <i>θ</i>, the variance of the underlying Brownian motion and the branching rate.</p>

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Large Deviations for the Maximum of a Reducible Two-type Branching Brownian Motion

  • Hui He

摘要

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of type 1 can give birth to particles of types 1 and 2, but particles of type 2 only give birth to descendants of type 2. Under some specific conditions, Belloum and Mallein showed that the maximum position Mt of all particles alive at time t, suitably centered by a deterministic function mt, converge weakly. In this work, we are interested in the decay rate of the following upper large deviation probability, as t → ∞

\(\mathbb{P}(M_{t}\geq \theta m_{t}), \quad \theta >1.\) P ( M t θ m t ) , θ > 1.

We shall show that the decay rate function exhibits phase transitions depending on certain relations between θ, the variance of the underlying Brownian motion and the branching rate.