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Branching random walk conditioned on large martingale limit
- Publication Year :
- 2024
-
Abstract
- We consider a branching random walk in the non-boundary case where the additive martingale $W_n$ converges a.s. and in mean to some non-degenerate limit $W_\infty$. We first establish the joint tail distribution of $W_\infty$ and the global minimum of this branching random walk. Next, conditioned on the event that the minimum is atypically small or conditioned on very large $W_\infty$, we study the branching random walk viewed from the minimum and obtain the convergence in law in the vague sense. As a byproduct, we also get the right tail of the limit of derivative martingale.<br />Comment: 43 pages, 1 figure
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2408.05538
- Document Type :
- Working Paper