Branching Brownian motion conditioned on small maximum

preprint2020arXivOpen access

Abstract

We consider a standard binary branching Brownian motion on the real line. It is known that the maximal position MtM_t among all particles alive at time tt, shifted by mt=2t−322log⁡tm_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t converges in law to a randomly shifted Gumbel variable. Derrida and Shi (2017) conjectured the precise asymptotic behaviour of the corresponding lower deviation probability P(Mt≤2αt)\mathbb{P}(M_t \leq \sqrt{2}αt) for α<1α< 1. We verify their conjecture, and describe the law of the branching Brownian motion conditioned on having a small maximum.

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