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Mouvement brownien branchant avec s election Soutenance de th` ese - - PowerPoint PPT Presentation

Mouvement brownien branchant avec s election Soutenance de th` ese de Pascal M AILLARD effectu ee sous la direction de Zhan S HI Jury Brigitte C HAUVIN , Francis C OMETS , Bernard D ERRIDA , Yueyun H U , Andreas K YPRIANOU , Zhan S HI


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SLIDE 1

Mouvement brownien branchant avec s´ election

Soutenance de th` ese de Pascal MAILLARD effectu´ ee sous la direction de Zhan SHI Jury Brigitte CHAUVIN, Francis COMETS, Bernard DERRIDA, Yueyun HU, Andreas KYPRIANOU, Zhan SHI Rapporteurs Andreas KYPRIANOU, Ofer ZEITOUNI

Universit´ e Pierre et Marie Curie 11 octobre 2012

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SLIDE 2

Thesis structure

Introduction + 3 chapters:

1

The number of absorbed individuals in branching Brownian motion with a barrier

2

Branching Brownian motion with selection of the N right-most particles

3

A note on stable point processes occurring in branching Brownian motion

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SLIDE 3

Thesis structure

Introduction + 3 chapters:

1

The number of absorbed individuals in branching Brownian motion with a barrier

2

Branching Brownian motion with selection of the N right-most particles

3

A note on stable point processes occurring in branching Brownian motion In this presentation: Chapters 1 and 2.

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SLIDE 4

Introduction

Outline

1

Introduction

2

Branching Brownian motion with absorption

3

BBM with constant population size

4

Perspectives

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SLIDE 5

Introduction

Branching Brownian motion (BBM)

Definition A particle performs standard Brownian motion started at a point x ∈ R.

position x time

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SLIDE 6

Introduction

Branching Brownian motion (BBM)

Definition A particle performs standard Brownian motion started at a point x ∈ R. With rate β, it branches, i.e. it dies and spawns L offspring (L being a random variable).

position x time ~exp(β)

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SLIDE 7

Introduction

Branching Brownian motion (BBM)

Definition A particle performs standard Brownian motion started at a point x ∈ R. With rate β, it branches, i.e. it dies and spawns L offspring (L being a random variable). Each offspring repeats this process independently of the

  • thers.

position x time ~exp(β) . . .

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SLIDE 8

Introduction

Branching Brownian motion (BBM)

Definition A particle performs standard Brownian motion started at a point x ∈ R. With rate β, it branches, i.e. it dies and spawns L offspring (L being a random variable). Each offspring repeats this process independently of the

  • thers.

− → A Brownian motion indexed by a tree.

position x time ~exp(β) . . .

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SLIDE 9

Introduction

Branching Brownian motion (BBM) (2)

Context An example of a multitype branching process (type space: R)

position x time ~exp(β) . . .

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SLIDE 10

Introduction

Branching Brownian motion (BBM) (2)

Context An example of a multitype branching process (type space: R) Discrete counterpart: branching random walk

position x time ~exp(β) . . .

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SLIDE 11

Introduction

Branching Brownian motion (BBM) (2)

Context An example of a multitype branching process (type space: R) Discrete counterpart: branching random walk Interpretations:

Model for an asexual population undergoing mutation (position = fitness) Spin glass (with infinitely deep hierarchy) Directed polymer on a tree Prototype of a travelling wave

position x time ~exp(β) . . .

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SLIDE 12

Introduction

Branching Brownian motion (BBM) (3)

We always suppose m := E[L] − 1 > 0. Right-most particle Let Rt be the position of the right-most particle. Then, as t → ∞, almost surely on the event of survival, Rt t →

  • 2βm.

Picture by ´ Eric Brunet

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SLIDE 13

Introduction

Branching Brownian motion (BBM) (3)

We always suppose m := E[L] − 1 > 0. Right-most particle Let Rt be the position of the right-most particle. Then, as t → ∞, almost surely on the event of survival, Rt t →

  • 2βm.

Convention We will henceforth set β = 1/(2m).

Picture by ´ Eric Brunet

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Introduction

BBM ← → FKPP

Let g : R → [0, 1] be measurable. Define u(t, x) = Ex

u∈Nt

g(Xu(t))

  • .

Then u satisfies the following partial differential equation: Fisher–Kolmogorov–Petrovskii–Piskunov (FKPP) equation

  • ∂tu = 1

2∂2 xu + β(E[uL] − u)

u(0, x) = g(x) (initial condition) The prototype of a parabolic PDE admitting travelling wave solutions.

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SLIDE 15

Introduction

Selection

position time . . .

  • x

y = -x + ct

Two models of BBM with selection:

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SLIDE 16

Introduction

Selection

position time . . .

  • x

y = -x + ct

Two models of BBM with selection:

1

BBM with absorption: Let f(t) be a continuous function (the barrier). Kill an individual as soon as its position is less than f(t) (one-sided FKPP).

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SLIDE 17

Introduction

Selection

position time . . .

  • x

y = -x + ct

Two models of BBM with selection:

1

BBM with absorption: Let f(t) be a continuous function (the barrier). Kill an individual as soon as its position is less than f(t) (one-sided FKPP).

2

BBM with constant population size (N-BBM): Fix N ∈ N. As soon as the number of individuals exceeds N, kill the left-most individuals until the population size equals N (noisy FKPP).

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SLIDE 18

Branching Brownian motion with absorption

Outline

1

Introduction

2

Branching Brownian motion with absorption Results Proof idea

3

BBM with constant population size

4

Perspectives

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SLIDE 19

Branching Brownian motion with absorption Results

Branching Brownian motion with absorption

position time . . .

  • x

y = -x + ct

We take f(t) = −x + ct (linear barrier). Vast literature, known results (sample): almost sure extinction ⇔ c ≥ 1 (c = 1: critical case c > 1: supercritical case) growth rates for c < 1. asymptotics for extinction probability for c = 1 − ε, ε small We are interested in the number of absorbed individuals in the case c ≥ 1 (question raised by D. Aldous).

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Branching Brownian motion with absorption Results

Our results (critical case)

Let Zx denote the number of individuals absorbed at the line −x + ct. Theorem Assume that c = 1 and that E[L(log L)2] < ∞. For each x > 0, P(Zx > n) ∼ xex n(log n)2 , as n → ∞. If, furthermore, E[sL] < ∞ for some s > 1, then P(Zx = δn + 1) ∼ xex δn2(log n)2 as n → ∞, where δ is the span of L − 1.

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SLIDE 21

Branching Brownian motion with absorption Results

Our results (supercritical case)

Theorem Assume that c > 1 and that E[sL] < ∞ for some s > 1. Let λc < λc be the roots of the equation λ2 − 2cλ + 1 = 0 and define d = λc/λc. There ∃K = K(c, L) > 0, such that for all x > 0, P(Zx = δn + 1) ∼ K(eλcx−eλcx) nd+1 as n → ∞.

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Branching Brownian motion with absorption Results

Other studies

Addario-Berry and Broutin (2011), A¨ ıd´ ekon (2010): Less precise tail estimates (c = 1). A¨ ıd´ ekon, Hu and Zindy (2012+): Similar results for branching random walk (c ≥ 1), with more explicit K.

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Branching Brownian motion with absorption Results

Other studies

Addario-Berry and Broutin (2011), A¨ ıd´ ekon (2010): Less precise tail estimates (c = 1). A¨ ıd´ ekon, Hu and Zindy (2012+): Similar results for branching random walk (c ≥ 1), with more explicit K. In contrast to the above papers, our proofs are entirely analytic. Strategy: derive asymptotics on the generating function of Zx near its singularity 1 (following an idea of R. Pemantle’s).

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Branching Brownian motion with absorption Proof idea

The number of absorbed individuals

Theorem (Neveu, 1988) (Zx)x≥0 is a continuous-time Galton–Watson process. The infinitesimal generating function a(s) = dE[sZx]/dx admits the decomposition a = −ψ′ ◦ ψ−1, where ψ is an FKPP travelling wave of speed c, i.e.

1 2ψ′′(s) − cψ′(s) + β(E[sL] − s) = 0,

and ψ(x) ↑ 1, as x → ∞.

position time

  • x

. . . . . . . . . . . .

  • y

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Branching Brownian motion with absorption Proof idea

Tail asymptotics c = 1

Follow from a Tauberian theorem and the following lemma: Lemma a′′(1 − s) ∼ 1 s log2 s , s ↓ 0.

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SLIDE 26

Branching Brownian motion with absorption Proof idea

Tail asymptotics c = 1

Follow from a Tauberian theorem and the following lemma: Lemma a′′(1 − s) ∼ 1 s log2 s , s ↓ 0. Proof of lemma: Solve two-dimensional ODE satisfied by (ψ′, ψ) Use known asymptotic: 1 − ψ(x) ∼ Cxe−x as x → ∞.

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SLIDE 27

Branching Brownian motion with absorption Proof idea

Asymptotics on density (c ≥ 1)

Derive asymptotics of a(s) near s = 1 in the complex plane and use transfer theorems by Flajolet and Odlyzko.

φ φ

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SLIDE 28

Branching Brownian motion with absorption Proof idea

Asymptotics on density (c ≥ 1)

Derive asymptotics of a(s) near s = 1 in the complex plane and use transfer theorems by Flajolet and Odlyzko. To this end, show that a(s) can be analytically extended to a region ∆(r, ϕ), analyse its asymptotic behaviour near the point s = 1 inside ∆(r, ϕ).

1 φ r ∆(r,φ)

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SLIDE 29

Branching Brownian motion with absorption Proof idea

Asymptotics on a(s) near s = 1

Theorem For every ϕ ∈ (0, π) there exists r > 1, such that a(s) possesses an analytical extension to ∆(ϕ, r). Moreover, as 1−s → 1 in ∆(ϕ, r), the following holds.

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SLIDE 30

Branching Brownian motion with absorption Proof idea

Asymptotics on a(s) near s = 1

Theorem For every ϕ ∈ (0, π) there exists r > 1, such that a(s) possesses an analytical extension to ∆(ϕ, r). Moreover, as 1−s → 1 in ∆(ϕ, r), the following holds. If c = 1, then ∃K = K(L), such that

a(1−s) = −s + s log 1

s

− slog log 1

s

(log 1

s)2 +

Ks (log 1

s)2 + o

  • s

(log 1

s)2

  • .

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Branching Brownian motion with absorption Proof idea

Asymptotics on a(s) near s = 1

Theorem For every ϕ ∈ (0, π) there exists r > 1, such that a(s) possesses an analytical extension to ∆(ϕ, r). Moreover, as 1−s → 1 in ∆(ϕ, r), the following holds. If c = 1, then ∃K = K(L), such that

a(1−s) = −s + s log 1

s

− slog log 1

s

(log 1

s)2 +

Ks (log 1

s)2 + o

  • s

(log 1

s)2

  • .

If c > 1, then ∃K = K(c, L) = 0 and a polynomial h(s), such that if d / ∈ N : a(1−s) = −λcs + h(s) + Ksd + o(sd), if d ∈ N : a(1−s) = −λcs + h(s) + Ksd log s + o(sd).

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SLIDE 32

Branching Brownian motion with absorption Proof idea

Proof: Main idea

As before, write two-dimensional ODE satisfied by (ψ′, ψ) in a subset

  • f the complex plane. Changing coordinates leads to the classic

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SLIDE 33

Branching Brownian motion with absorption Proof idea

Proof: Main idea

As before, write two-dimensional ODE satisfied by (ψ′, ψ) in a subset

  • f the complex plane. Changing coordinates leads to the classic

Briot–Bouquet equation zf ′(z) = λf(z) + pz + . . . , λ, p ∈ C. The set of solutions to this equation is known explicitly.

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SLIDE 34

Branching Brownian motion with absorption Proof idea

Proof: Main idea

As before, write two-dimensional ODE satisfied by (ψ′, ψ) in a subset

  • f the complex plane. Changing coordinates leads to the classic

Briot–Bouquet equation zf ′(z) = λf(z) + pz + . . . , λ, p ∈ C. The set of solutions to this equation is known explicitly.

  • Note. Major technical difficulty in the proofs: justifying the coordinate

changes.

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SLIDE 35

BBM with constant population size

Outline

1

Introduction

2

Branching Brownian motion with absorption

3

BBM with constant population size Introduction Results

4

Perspectives

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SLIDE 36

BBM with constant population size Introduction

BBM with constant population size

Picture by ´ Eric Brunet

Recall: Fix N ∈ N. As soon as the number of individuals exceeds N, kill the left-most individuals until the population size equals N. Much harder than BBM with absorption: strong interaction between particles no exact description through differential equations

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SLIDE 37

BBM with constant population size Introduction

BBM with constant population size

Picture by ´ Eric Brunet

Recall: Fix N ∈ N. As soon as the number of individuals exceeds N, kill the left-most individuals until the population size equals N. Much harder than BBM with absorption: strong interaction between particles no exact description through differential equations Nevertheless: A fairly detailed heuristic picture due to physicists: Brunet and Derrida (1997-2004) with Mueller and Munier (2006-2007)

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SLIDE 38

BBM with constant population size Introduction

Heuristic picture of N-BBM (BDMM 06)

Meta-stable state: speed cdet

N

=

  • 1 − π2/ log2 N, empirical

measure seen from the left-most particle approximately proportional to sin(πx/ log N)e−x1(0,log N)(x), diameter ≈ log N.

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SLIDE 39

BBM with constant population size Introduction

Heuristic picture of N-BBM (BDMM 06)

Meta-stable state: speed cdet

N

=

  • 1 − π2/ log2 N, empirical

measure seen from the left-most particle approximately proportional to sin(πx/ log N)e−x1(0,log N)(x), diameter ≈ log N. After a time of order log3 N, a particle “breaks out” and goes far to the right (close to aN = log N + 3 log log N), spawning O(N) descendants.

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SLIDE 40

BBM with constant population size Introduction

Heuristic picture of N-BBM (BDMM 06)

Meta-stable state: speed cdet

N

=

  • 1 − π2/ log2 N, empirical

measure seen from the left-most particle approximately proportional to sin(πx/ log N)e−x1(0,log N)(x), diameter ≈ log N. After a time of order log3 N, a particle “breaks out” and goes far to the right (close to aN = log N + 3 log log N), spawning O(N) descendants. This leads to a shift (O(1)) of the whole system to the right.

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SLIDE 41

BBM with constant population size Introduction

Heuristic picture of N-BBM (BDMM 06)

Meta-stable state: speed cdet

N

=

  • 1 − π2/ log2 N, empirical

measure seen from the left-most particle approximately proportional to sin(πx/ log N)e−x1(0,log N)(x), diameter ≈ log N. After a time of order log3 N, a particle “breaks out” and goes far to the right (close to aN = log N + 3 log log N), spawning O(N) descendants. This leads to a shift (O(1)) of the whole system to the right. Relaxation time of order log2 N, then process repeats.

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SLIDE 42

BBM with constant population size Introduction

Heuristic picture of N-BBM (BDMM 06)

Meta-stable state: speed cdet

N

=

  • 1 − π2/ log2 N, empirical

measure seen from the left-most particle approximately proportional to sin(πx/ log N)e−x1(0,log N)(x), diameter ≈ log N. After a time of order log3 N, a particle “breaks out” and goes far to the right (close to aN = log N + 3 log log N), spawning O(N) descendants. This leads to a shift (O(1)) of the whole system to the right. Relaxation time of order log2 N, then process repeats.

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SLIDE 43

BBM with constant population size Introduction

Heuristic picture of N-BBM (BDMM 06)

Meta-stable state: speed cdet

N

=

  • 1 − π2/ log2 N, empirical

measure seen from the left-most particle approximately proportional to sin(πx/ log N)e−x1(0,log N)(x), diameter ≈ log N. After a time of order log3 N, a particle “breaks out” and goes far to the right (close to aN = log N + 3 log log N), spawning O(N) descendants. This leads to a shift (O(1)) of the whole system to the right. Relaxation time of order log2 N, then process repeats.

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SLIDE 44

BBM with constant population size Introduction

Heuristic picture of N-BBM (BDMM 06)

Meta-stable state: speed cdet

N

=

  • 1 − π2/ log2 N, empirical

measure seen from the left-most particle approximately proportional to sin(πx/ log N)e−x1(0,log N)(x), diameter ≈ log N. After a time of order log3 N, a particle “breaks out” and goes far to the right (close to aN = log N + 3 log log N), spawning O(N) descendants. This leads to a shift (O(1)) of the whole system to the right. Relaxation time of order log2 N, then process repeats. Real speed of the system is approximately cN =

  • 1 − π2

a2

N

= cdet

N

+ 3π2 log log N + o(1) log3 N , and O(1/ log3 N) fluctuations.

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SLIDE 45

BBM with constant population size Results

Main result

Order the individuals according to position: X1(t) > X2(t) > . . . Define xα by (1 + xα)e−xα = α.

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SLIDE 46

BBM with constant population size Results

Main result

Order the individuals according to position: X1(t) > X2(t) > . . . Define xα by (1 + xα)e−xα = α. Theorem Suppose E[L2] < ∞ and at time 0, there are N particles distributed independently in (0, aN) according to density proportional to sin(πx/aN)e−x. Then, for every α ∈ (0, 1),

  • XαN(t log3 N) − cNt log3 N
  • t≥0

fidis

= ⇒ (Lt + xα)t≥0. Here, (Lt)t≥0 is a (pure-jump) L´ evy process with L0 = 0 and L´ evy measure the image of π2x−21x>0 dx by the map x → log(1 + x).

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SLIDE 47

BBM with constant population size Results

Main result

Order the individuals according to position: X1(t) > X2(t) > . . . Define xα by (1 + xα)e−xα = α. Theorem Suppose E[L2] < ∞ and at time 0, there are N particles distributed independently in (0, aN) according to density proportional to sin(πx/aN)e−x. Then, for every α ∈ (0, 1),

  • XαN(t log3 N) − cNt log3 N
  • t≥0

fidis

= ⇒ (Lt + xα)t≥0. Here, (Lt)t≥0 is a (pure-jump) L´ evy process with L0 = 0 and L´ evy measure the image of π2x−21x>0 dx by the map x → log(1 + x). Proof idea: Approximate the N-BBM by BBM with a certain (random) absorbing barrier, called the B-BBM.

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SLIDE 48

BBM with constant population size Results

The B-BBM

a: Position of a second barrier (idea from BBS (2010)). Add drift −c, with c =

  • 1 − π2/a2.

A: Determines number of particles (N ≈ 2πeA+a/a3). Let first a, then A go to ∞.

a

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SLIDE 49

BBM with constant population size Results

The B-BBM

a: Position of a second barrier (idea from BBS (2010)). Add drift −c, with c =

  • 1 − π2/a2.

A: Determines number of particles (N ≈ 2πeA+a/a3). Let first a, then A go to ∞. When particle hits a, it will create ≍ WN descendants, where P(W > x) ∼ x−1 (BBS (2010)). Breakout when W > εeA, ε small.

a ≍ a3 ≍ 1 breakout!

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SLIDE 50

BBM with constant population size Results

The B-BBM

a: Position of a second barrier (idea from BBS (2010)). Add drift −c, with c =

  • 1 − π2/a2.

A: Determines number of particles (N ≈ 2πeA+a/a3). Let first a, then A go to ∞. When particle hits a, it will create ≍ WN descendants, where P(W > x) ∼ x−1 (BBS (2010)). Breakout when W > εeA, ε small. After breakout, move barrier smoothly by random amount ∆.

a ≍ a3 ≍ 1 ≍ a2 ∆ breakout!

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SLIDE 51

BBM with constant population size Results

The B-BBM (continued)

Three details:

1

Particles that hit a and have few descendants are important: compensator for the limiting L´ evy process.

a ≍ a3 ≍ 1 ≍ a2 ∆ breakout!

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SLIDE 52

BBM with constant population size Results

The B-BBM (continued)

Three details:

1

Particles that hit a and have few descendants are important: compensator for the limiting L´ evy process.

2

B-BBM until the first breakout = spine + BBM (weakly) conditioned not to hit a (Doob transform of BBM).

a ≍ a3 ≍ 1 ≍ a2 ∆ breakout!

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SLIDE 53

BBM with constant population size Results

The B-BBM (continued)

Three details:

1

Particles that hit a and have few descendants are important: compensator for the limiting L´ evy process.

2

B-BBM until the first breakout = spine + BBM (weakly) conditioned not to hit a (Doob transform of BBM).

3

Shape of barrier given by a family (f∆)∆≥0 of explicitly given, smooth, increasing functions with f∆(0) = 0 and f∆(+∞) = ∆.

a ≍ a3 ≍ 1 ≍ a2 ∆ breakout!

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SLIDE 54

BBM with constant population size Results

B-BBM ↔ N-BBM

First idea: couple both processes. black particles: present in B-BBM and N-BBM, red particles: present in B-BBM but not in N-BBM, blue particles: present in N-BBM but not in B-BBM. Problem Dependencies between particles too difficult to handle.

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SLIDE 55

BBM with constant population size Results

The solution

B♯-BBM N-BBM B-BBM B♭-BBM Introduce two auxiliary particle systems: The B♭-BBM and the B♯-BBM (stochastically) bound the N-BBM (and the B-BBM) from below and above (in the sense of stochastic order on the empirical measures).

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SLIDE 56

BBM with constant population size Results

Bounding the N-BBM from below: The B♭-BBM

Kill a particle whenever it hits 0 or whenever it has N particles to its right (red particles). = ⇒ more particles are being killed than in N-BBM.

N = 6

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SLIDE 57

BBM with constant population size Results

Bounding the N-BBM from below: The B♭-BBM

Kill a particle whenever it hits 0 or whenever it has N particles to its right (red particles). = ⇒ more particles are being killed than in N-BBM. At timescale log3 N, number

  • f red particles stays

negligible.

N = 6

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SLIDE 58

BBM with constant population size Results

Bounding the N-BBM from above: The B♯-BBM

Kill a particle whenever it (at the same time) hits 0 and has N particles to its right. A particle survives temporarily (blue particles) if it has less than N particles to its right the moment it hits 0.

O(log2 N) N = 3 < N particles! < N particles!

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Outline

1

Introduction

2

Branching Brownian motion with absorption

3

BBM with constant population size

4

Perspectives

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N-BBM ← → noisy FKPP

Noisy FKPP equation      u(t, x) : R+ × R → [0, 1] ∂tu = ∂2

xu + u(1 − u) +

  • εu(1 − u) ˙

W u(0, x) = 1(x<0) (IC)

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N-BBM ← → noisy FKPP

Noisy FKPP equation      u(t, x) : R+ × R → [0, 1] ∂tu = ∂2

xu + u(1 − u) +

  • εu(1 − u) ˙

W u(0, x) = 1(x<0) (IC) Admits travelling wave solutions with same phenomenology as N-BBM (N ≃ ε−1), cf Mueller, Mytnik and Quastel (2010)

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Perspectives

N-BBM ← → noisy FKPP

Noisy FKPP equation      u(t, x) : R+ × R → [0, 1] ∂tu = ∂2

xu + u(1 − u) +

  • εu(1 − u) ˙

W u(0, x) = 1(x<0) (IC) Admits travelling wave solutions with same phenomenology as N-BBM (N ≃ ε−1), cf Mueller, Mytnik and Quastel (2010) Dual to BBM with particles coalescing at rate ε. − → density-dependent selection

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Empirical measure

Known: Empirical measure of N-BBM seen from the left-most particle is an ergodic Markov process.

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Empirical measure

Known: Empirical measure of N-BBM seen from the left-most particle is an ergodic Markov process. Open problem Show that stationary probability converges as N → ∞ to the Dirac-measure in xe−x dx.

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Empirical measure

Known: Empirical measure of N-BBM seen from the left-most particle is an ergodic Markov process. Open problem Show that stationary probability converges as N → ∞ to the Dirac-measure in xe−x dx. − → ongoing work with J. Berestycki and M. Jonckheere.

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Varying displacement

Q: What changes if one replaces BBM by BRW (or, equivalently, by branching L´ evy process)?

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Varying displacement

Q: What changes if one replaces BBM by BRW (or, equivalently, by branching L´ evy process)? A: Depends on the right tail of the jump distribution.

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Varying displacement

Q: What changes if one replaces BBM by BRW (or, equivalently, by branching L´ evy process)? A: Depends on the right tail of the jump distribution. Ongoing work joint with Jean B´ erard: Consider N-BRW where at each time step, particles split into two and children jump according to the law of a random variable X ≥ 0, with P(X > x) ∼ x−α, α > 0. Keep

  • nly the N right-most particles at every time step.

Right scaling: space by (N log N)1/α, time by log N.

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Other open questions

Speed of the system Genealogy Inhomogeneous media ...

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