English

Large Deviations of First Passage Times of Branching Random Walks in $\mathbb{R}^d$: Asymptotics and Algorithms

Probability 2025-08-21 v2

Abstract

We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in Rd\mathbb{R}^d where d1d\geq 1. The FPT refers to the first time the BRW enters a ball of radius one with a distance xx from the origin, conditioned upon the process's survival. Furthermore, we apply the spine decomposition technique to construct an asymptotically optimal polynomial-time algorithm for computing the lower large deviation probabilities of the FPT. The accuracy of our algorithm is also verified numerically. Our analysis not only provides a deeper theoretical understanding of these stochastic processes but also offers new insights into the microstructural features that are key to characterizing the strength of polymers.

Keywords

Cite

@article{arxiv.2506.15072,
  title  = {Large Deviations of First Passage Times of Branching Random Walks in $\mathbb{R}^d$: Asymptotics and Algorithms},
  author = {Jose Blanchet and Wei Cai and Shaswat Mohanty and Zhenyuan Zhang},
  journal= {arXiv preprint arXiv:2506.15072},
  year   = {2025}
}

Comments

33 pages, 8 figures