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A new front in branching Brownian motion
Branching Brownian motion (BBM) has gained lots of attention in recent years in part due to its significance to the universality class of log-correlated fields and their extremal landscapes. Recently, J. Berestycki, K., Lubetzky, Mallein and Zeitouni obtained a description of the limiting point process of the extreme values and locations of BBM in dimensions 2 and higher; however, certain details of the extremal landscape of multidimensional BBM were washed out in that limit. In this talk, we describe a more precise limiting point process that recovers those details and gives rise to a new object in the study of BBM, what we call the extremal front. We then obtain a scaling limit for the extremal front. Joint work with Ofer Zeitouni.
Date:
7 June 2023, 11:00
Venue:
Mathematical Institute, Woodstock Road OX2 6GG
Venue Details:
L4
Speaker:
Yujin Kim (Courant Institute, NYU)
Organising department:
Department of Statistics
Organisers:
Matthias Winkel (Department of Statistics, University of Oxford),
Julien Berestycki (University of Oxford),
Christina Goldschmidt (Department of Statistics, University of Oxford),
James Martin (Department of Statistics, University of Oxford)
Part of:
Probability seminar
Booking required?:
Not required
Audience:
Public
Editor:
Christina Goldschmidt
