English

Branching random walk conditioned on large martingale limit

Probability 2025-04-23 v2

Abstract

We consider a branching random walk in the non-boundary case where the additive martingale WnW_n converges a.s. and in mean to some non-degenerate limit WW_\infty. We first establish the joint tail distribution of WW_\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 WW_\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.

Keywords

Cite

@article{arxiv.2408.05538,
  title  = {Branching random walk conditioned on large martingale limit},
  author = {Xinxin Chen and Loïc de Raphélis and Heng Ma},
  journal= {arXiv preprint arXiv:2408.05538},
  year   = {2025}
}

Comments

43 pages, 1 figure; Comments are welcome!

R2 v1 2026-06-28T18:09:24.428Z