Variable speed branching Brownian motion 1. Extremal processes in the weak correlation regime

Abstract

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak regularity condition. These limiting objects are universal in the sense that they only depend on the slope of the speed function at $0$ and the final time $t$. The proof is based on previous results for two-speed BBM obtained in a recent paper of ours and uses Gaussian comparison arguments to extend these to the general case.

29 pages, 3 figures, revised version

References in corpus (1)

• Constrained Brownian motion: Fluctuations away from circular and parabolic barriers

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