Branching random walk conditioned on large martingale limit

Fuente: arXiv
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Main Authors: Chen, Xinxin, de Raphélis, Loïc, Ma, Heng
Format: Preprint
Published: 2024
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author Chen, Xinxin
de Raphélis, Loïc
Ma, Heng
author_facet Chen, Xinxin
de Raphélis, Loïc
Ma, Heng
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2408_05538
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Branching random walk conditioned on large martingale limit
Chen, Xinxin
de Raphélis, Loïc
Ma, Heng
Probability
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.
title Branching random walk conditioned on large martingale limit
topic Probability
url https://arxiv.org/abs/2408.05538