We present an approximation to the Brunet--Derrida model of supercritical branching Brownian motion on the real line with selection of the @math right-most particles, valid when the population size @math is large. It consists of introducing a random space-time barrier at which particles are instantaneously killed in such a way that the population size stays almost constant over time. We prove that the suitably recentered position of this barrier converges at the @math timescale to a L 'evy process, which we identify. This validates the physicists' predictions about the fluctuations in the Brunet--Derrida model.
We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift @math . At the point @math , we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift @math , such that this process becomes extinct almost surely if and only if @math . In this case, if @math denotes the number of individuals absorbed at the barrier, we give an asymptotic for @math as @math goes to infinity. If @math and the reproduction is deterministic, this improves upon results of [L. Addario-Berry and N. Broutin (2009), http: arxiv.org abs 0908.1083v1 ] and [E. A " dekon (2009), http: arxiv.org abs 0911.0877v1 ] on a conjecture by David Aldous about the total progeny of a branching random walk. The main technique used in the proofs is analysis of the generating function of @math near its singular point @math , based on classical results on some complex differential equations. Considerons une marche aleatoire branchante surcritique a temps discret. Nous nous interessons a la probabilite qu'il existe un rayon infini du support de la marche aleatoire branchante, le long duquel elle croit plus vite qu'une fonction lineaire de pente y - e, ou γ designe la vitesse asymptotique de la position de la particule la plus a droite dans la marche aleatoire branchante. Sous des hypotheses generales peu restrictives, nous prouvons que, lorsque e → 0, cette probabilite decroit comme exp —β+o(1) e 1 2 , ou β est une constante strictement positive dont la valeur depend de la loi de la marche aleatoire branchante. Dans le cas special ou des variables aleatoires i.i.d. de Bernoulli(p) (avec 0 < p < 1 2 ) sont placees sur les aretes d'un arbre binaire enracine, ceci repond a une question ouverte de Robin Pemantle (Ann. Appl. Probab. 19 (2009) 1273-1291). We consider a branching diffusion Zt t[greater-or-equal, slanted]0 in which particles move during their life time according to a Brownian motion with drift -[mu] and variance coefficient [sigma]2, and in which each particle which enters the negative half line is instantaneously removed from the population. If particles die with probability c dt+o(dt) in [t,t+dt] and if the mean number of offspring per particle is m>1, then Zt dies out w.p.l. if [mu][greater-or-equal, slanted][mu]0[reverse not equivalent] 2[sigma]2c(m-1) 1 2. If [mu] 0 is only exp -const.T1 3+0(logT)2 , and conditionally on ZT>0 there are with high probability much fewer particles alive at time T than E ZTZT0 . We consider a branching-selection system in R with N particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as N → ∞, the empirical measure process associated to the system converges in distribution to a deterministic measure-valued process whose densities solve a free boundary integrodifferential equation. We also show that this equation has a unique traveling wave solution traveling at speed c or no such solution depending on whether c ≥ a or c < a, where a is the asymptotic speed of the branching random walk obtained by ignoring the removal of the leftmost particles in our process. The traveling wave solutions correspond to solutions of Wiener-Hopf equations. A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as v varies. The problem can be analyzed using the properties of the Fisher-Kolmogorov-Petrovsky-Piscounov (F-KPP) equation. We find that the survival probability of the branching random walk vanishes at a critical velocity vc of the wall with an essential singularity and we characterize the divergences of the relaxation times for v vc. At v=vc the survival probability decays like a stretched exponential. Using the F-KPP equation, one can also calculate the distribution of the population size at time t conditioned by the survival of one individual at a later time T>t. Our numerical results indicate that the size of the population diverges like the exponential of (vc−v)−1 2 in the quasi-stationary regime below vc. Moreover for v>vc, our data indicate that there is no quasi-stationary regime. Out of simplicity, we restrict ourselves to consider the dyadic brownian branching process (Nt, t ∈ R+) on the real line. By definition of this process, its particles perform independent brownian motions untill they split into exactly two particles at independent and mean one exponential times; then Nt denotes the point process formed on R by the particles alive at time t. Abstract At the heart of this article will be the study of a branching Brownian motion (BBM) with killing , where individual particles move as Brownian motions with drift − ρ , perform dyadic branching at rate β and are killed on hitting the origin. Firstly, by considering properties of the right-most particle and the extinction probability, we will provide a probabilistic proof of the classical result that the ‘one-sided’ FKPP travelling-wave equation of speed − ρ with solutions f : [ 0 , ∞ ) → [ 0 , 1 ] satisfying f ( 0 ) = 1 and f ( ∞ ) = 0 has a unique solution with a particular asymptotic when ρ 2 β , and no solutions otherwise. Our analysis is in the spirit of the standard BBM studies of [S.C. Harris, Travelling-waves for the FKPP equation via probabilistic arguments, Proc. Roy. Soc. Edinburgh Sect. A 129 (3) (1999) 503–517] and [A.E. Kyprianou, Travelling wave solutions to the K-P-P equation: alternatives to Simon Harris' probabilistic analysis, Ann. Inst. H. Poincare Probab. Statist. 40 (1) (2004) 53–72] and includes an intuitive application of a change of measure inducing a spine decomposition that, as a by product, gives the new result that the asymptotic speed of the right-most particle in the killed BBM is 2 β − ρ on the survival set. Secondly, we introduce and discuss the convergence of an additive martingale for the killed BBM, W λ , that appears of fundamental importance as well as facilitating some new results on the almost-sure exponential growth rate of the number of particles of speed λ ∈ ( 0 , 2 β − ρ ) . Finally, we prove a new result for the asymptotic behaviour of the probability of finding the right-most particle with speed λ > 2 β − ρ . This result combined with Chauvin and Rouault's [B. Chauvin, A. Rouault, KPP equation and supercritical branching Brownian motion in the subcritical speed area. Application to spatial trees, Probab. Theory Related Fields 80 (2) (1988) 299–314] arguments for standard BBM readily yields an analogous Yaglom-type conditional limit theorem for the killed BBM and reveals W λ as the limiting Radon–Nikodým derivative when conditioning the right-most particle to travel at speed λ into the distant future. We consider a class of branching-selection particle systems on ( R ) similar to the one considered by E. Brunet and B. Derrida in their 1997 paper “Shift in the velocity of a front due to a cutoff”. Based on numerical simulations and heuristic arguments, Brunet and Derrida showed that, as the population size N of the particle system goes to infinity, the asymptotic velocity of the system converges to a limiting value at the unexpectedly slow rate (log N)−2. In this paper, we give a rigorous mathematical proof of this fact, for the class of particle systems we consider. The proof makes use of ideas and results by R. Pemantle, and by N. Gantert, Y. Hu and Z. Shi, and relies on a comparison of the particle system with a family of N independent branching random walks killed below a linear space-time barrier.