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Brunet-derrida particle systems, free boundary problems and wiener-hopf equations

Publication ,  Journal Article
Durrett, R; Remenik, D
Published in: Annals of Probability
January 1, 2011

We consider a branching-selection system in ℝ with N particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as N →∞, the empirical measure process associated to the system converges in distribution to a deterministic measure-valued process whose densities solve a free boundary integro-differential equation. We also show that this equation has a unique traveling wave solution traveling at speed c or no such solution depending on whether c ≥ a or c>a,wherea is the asymptotic speed of the branching random walk obtained by ignoring the removal of the leftmost particles in our process. The traveling wave solutions correspond to solutions of Wiener-Hopf equations. © 2011 Institute of Mathematical Statistics.

Duke Scholars

Published In

Annals of Probability

DOI

ISSN

0091-1798

Publication Date

January 1, 2011

Volume

39

Issue

6

Start / End Page

2043 / 2078

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4904 Pure mathematics
  • 0104 Statistics
  • 0101 Pure Mathematics
 

Citation

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Durrett, R., & Remenik, D. (2011). Brunet-derrida particle systems, free boundary problems and wiener-hopf equations. Annals of Probability, 39(6), 2043–2078. https://doi.org/10.1214/10-AOP601
Durrett, R., and D. Remenik. “Brunet-derrida particle systems, free boundary problems and wiener-hopf equations.” Annals of Probability 39, no. 6 (January 1, 2011): 2043–78. https://doi.org/10.1214/10-AOP601.
Durrett R, Remenik D. Brunet-derrida particle systems, free boundary problems and wiener-hopf equations. Annals of Probability. 2011 Jan 1;39(6):2043–78.
Durrett, R., and D. Remenik. “Brunet-derrida particle systems, free boundary problems and wiener-hopf equations.” Annals of Probability, vol. 39, no. 6, Jan. 2011, pp. 2043–78. Scopus, doi:10.1214/10-AOP601.
Durrett R, Remenik D. Brunet-derrida particle systems, free boundary problems and wiener-hopf equations. Annals of Probability. 2011 Jan 1;39(6):2043–2078.

Published In

Annals of Probability

DOI

ISSN

0091-1798

Publication Date

January 1, 2011

Volume

39

Issue

6

Start / End Page

2043 / 2078

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 4904 Pure mathematics
  • 0104 Statistics
  • 0101 Pure Mathematics