1-STABLE FLUCTUATIONS IN BRANCHING BROWNIAN MOTION AT CRITICAL TEMPERATURE I: THE DERIVATIVE MARTINGALE

• 成果类型: Article
• 署名作者: Maillard, Pascal; Pain, Michel
• 署名单位: Centre National de la Recherche Scientifique (CNRS); Universite Paris Saclay; Universite PSL; Ecole Normale Superieure (ENS); Centre National de la Recherche Scientifique (CNRS)
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/18-AOP1329
• 发表日期: 2019
• 页码: 2953-3002
• 关键词: GAUSSIAN MULTIPLICATIVE CHAOS; limit-theorem; free-energy; CONVERGENCE; equation; LAW; minimum; maximum; polymers; MODEL

摘要

Let (Z(t))(t >= 0) denote the derivative martingale of branching Brownian motion, that is, the derivative with respect to the inverse temperature of the normalized partition function at critical temperature. A well-known result by Lalley and Sellke (Ann. Probab. 15 (1987) 1052-1061) says that this martingale converges almost surely to a limit Z(infinity), positive on the event of survival. In this paper our concern is the fluctuations of the derivative martingale around its limit. A corollary of our results is the following convergence, confirming and strengthening a conjecture by Mueller and Munier (Phys. Rev. E 90 (2014) 042143): root t(Z(infinity) - Z(t) + log t/root 2 pi t Z(infinity)) ->(t ->infinity) S-Z infinity in law, where S is a spectrally positive 1-stable Levy process independent of Z(infinity). In a first part of the paper, a relatively short proof of (a slightly stronger form of) this convergence is given based on the functional equation satisfied by the characteristic function of Z(infinity) together with tail asymptotics of this random variable. We then set up more elaborate arguments which yield a more thorough understanding of the trajectories of the particles contributing to the fluctuations. In this way we can upgrade our convergence result to functional convergence. This approach also sets the ground for a follow-up paper, where we study the fluctuations of more general functionals including the renormalized critical additive martingale. All proofs in this paper are given under the moment assumption E[L(log L)(3)] < infinity, where the random variable L follows the offspring distribution of the branching Brownian motion. We believe this hypothesis to be optimal.