Branching Brownian motion is a model in which independent particles move as Brownian motions and branch at rate 1. Its behavior, and in particular the description of what happens near its extremal particles (the ones furthest away from the origin) is by now well understood in

dimension 1. By contrast, not much is known about the multidimensional case.

In this talk I will present the first step towards the goal of obtaining the limiting extremal point process for the branching Brownian motion in

higher dimensions. This involves in particular finding an analogue of the so-called derivative martingale, which plays a crucial role in d=1,

and studying its convergence.

Based on a joint work with Bastien Mallein (Université Paris 13).

Date: 25 November 2019, 12:00 (Monday, 7th week, Michaelmas 2019)

Venue: L4

Speaker: Roman Stasiński (Department of Statistics, University of Oxford)

Organising department: Department of Statistics

Organisers: 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