An ergodic theorem for the maximum of branching Brownian motion with absorption
Abstract
Abstract We study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this process converges almost surely to a randomly shifted Gumbel distribution.
Fields of Study & Subjects
Stochastic processes and statistical mechanics
Stochastic processes and financial applications
Advanced Thermodynamics and Statistical Mechanics
Publication details
- Journal / source
- Journal of Applied Probability
- Pages
- 1–14
- Publication date
- 16 June 2026
- Language
- EN