Open Access
2024 The extremal process of super-Brownian motion: A probabilistic approach via skeletons
Yan-Xia Ren, Ting Yang, Rui Zhang
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Electron. J. Probab. 29: 1-41 (2024). DOI: 10.1214/24-EJP1084
Abstract

Recently Ren et al. [Stoch. Proc. Appl., 137 (2021)] have proved that the extremal process of the super-Brownian motion converges in distribution in the limit of large times. Their techniques rely heavily on the study of the convergence of solutions to the Kolmogorov-Petrovsky-Piscounov equation along the lines of [M. Bramson, Mem. Amer. Math. Soc., 44 (1983)]. In this paper we take a different approach. Our approach is based on the skeleton decomposition of super-Brownian motion. The skeleton may be interpreted as immortal particles that determine the large time behaviour of the process. We exploit this fact and carry asymptotic properties from the skeleton over to the super-Brownian motion. Some new results concerning the probabilistic representations of the limiting process are obtained, which cannot be directly obtained through the results of [Y.-X. Ren et al., Stoch. Proc. Appl., 137 (2021)]. Apart from the results, our approach offers insights into the driving force behind the limiting process for super-Brownian motions.

Yan-Xia Ren, Ting Yang, and Rui Zhang "The extremal process of super-Brownian motion: A probabilistic approach via skeletons," Electronic Journal of Probability 29(none), 1-41, (2024). https://doi.org/10.1214/24-EJP1084
Received: 3 September 2022; Accepted: 11 January 2024; Published: 2024
Vol.29 • 2024
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