Abstract
We consider a model of Branching Brownian Motion with time-inhomogeneous variance of the form \sigma(t/T), where \sigma is a strictly decreasing function. Fang and Zeitouni (2012) showed that the maximal particle's position M_T is such that M_T-v_\sigma T is negative of order T^{-1/3}, where v_\sigma is the integral of the function \sigma over the interval [0,1]. In this paper, we refine we refine this result and show the existence of a function m_T, such that M_T-m_T converges in law, as T\to\infty. Furthermore, m_T=v_\sigma T - w_\sigma T^{1/3} - \sigma(1)\log T + O(1) with w_\sigma = 2^{-1/3}\alpha_1 \int_0^1 \sigma(s)^{1/3} |\sigma'(s)|^{2/3}\,\dd s. Here, -\alpha_1=-2.33811... is the largest zero of the Airy function. The proof uses a mixture of probabilistic and analytic arguments.
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More From: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
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