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 converges a.s. and in mean to some non-degenerate limit . We first establish the joint tail distribution of 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 , 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.
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!