Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process

Fuente: arXiv
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Hauptverfasser: Chen, Xinxin, Huang, Yichao, Ma, Heng
Format: Preprint
Veröffentlicht: 2025
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author Chen, Xinxin
Huang, Yichao
Ma, Heng
author_facet Chen, Xinxin
Huang, Yichao
Ma, Heng
contents We establish a rather sharp two-side estimate for the tail probability of the derivative martingale limit in a branching random walk throughout the entire subcritical regime, confirming a conjecture by Lacoin, Rhodes, and Vargas (\emph{Duke Math. J.} 171(3):483--545, 2022.) for the special case of log-correlated Gaussian fields on trees.
format Preprint
id arxiv_https___arxiv_org_abs_2508_11983
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process
Chen, Xinxin
Huang, Yichao
Ma, Heng
Probability
We establish a rather sharp two-side estimate for the tail probability of the derivative martingale limit in a branching random walk throughout the entire subcritical regime, confirming a conjecture by Lacoin, Rhodes, and Vargas (\emph{Duke Math. J.} 171(3):483--545, 2022.) for the special case of log-correlated Gaussian fields on trees.
title Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process
topic Probability
url https://arxiv.org/abs/2508.11983