Student Probability Seminar

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The extrema of one-dimensional branching Brownian motion

Speaker: Yujin Kim, CIMS

Location: Warren Weaver Hall 517

Date: Monday, November 22, 2021, 11:30 a.m.

Synopsis:

Branching Brownian motion (BBM) is a classical model in probability that was first examined in the 1930's. Over the last decade or so, the study of the extremal particles of BBM (particles furthest from the origin) has generated particular interest due to its relevance in a wide variety of settings, including random matrix theory, spin glasses, 2D random geometry, number theory, and nonlinear PDEs. In this talk, I will discuss some of the main techniques used to analyze the extrema of one-dimensional BBM that have found application in other models. At the end, I will share some recent progress on the extremal process of BBM in dimensions two and higher.