English

Refined Large Deviation Principle for Branching Brownian Motion Conditioned to Have a Low Maximum

Probability 2022-04-05 v2

Abstract

Conditioning a branching Brownian motion to have an atypically low maximum leads to a suppression of the branching mechanism. In this note, we consider a branching Brownian motion conditioned to have a maximum below 2αt\sqrt{2}\alpha t (α<1\alpha<1). We study the precise effects of an early/late first branching time and a low/high first branching location under this condition. We do so by imposing additional constraints on the first branching time and location. We obtain large deviation estimates, as well as the optimal first branching time and location given the additional constraints.

Keywords

Cite

@article{arxiv.2102.09513,
  title  = {Refined Large Deviation Principle for Branching Brownian Motion Conditioned to Have a Low Maximum},
  author = {Yanjia Bai and Lisa Hartung},
  journal= {arXiv preprint arXiv:2102.09513},
  year   = {2022}
}

Comments

21 pages, 4 figures. Updates of 2nd version: Different title and some updated references