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Branching random walk conditioned on large martingale limit

Authors :
Chen, Xinxin
de Raphélis, Loïc
Ma, Heng
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

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2408.05538
Document Type :
Working Paper