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We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculations are based on the appropriate modification of the entropy…

Probability · Mathematics 2010-06-22 F. Aurzada , I. A. Ibragimov , M. A. Lifshits , J. H. van Zanten

By introducing a new measure for the infinite Galton-Watson process and providing estimates for (discrete) Green's functions on trees, we establish the asymptotic behavior of the capacity of critical branching random walks: in high…

Probability · Mathematics 2022-04-12 Tianyi Bai , Yijun Wan

For suitable families of locally infinitely divisible Markov processes $\{\xi^{{\epsilon}}_t\}_{0\leq t\leq T}$ with frequent small jumps depending on a small parameter $\epsilon>0,$ precise asymptotics for large deviations of integral…

Probability · Mathematics 2012-11-27 Xiangfeng Yang

We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…

Number Theory · Mathematics 2008-03-19 Marc Kesseböhmer , Mehdi Slassi

Using the annealed approach we investigate the asymptotic behavior of the survival probability of a critical multitype branching process evolving in i.i.d. random environment. We show under rather general assumptions on the form of the…

Probability · Mathematics 2016-12-12 Vladimir A. Vatutin , Elena E. Dyakonova

We consider a subcritical Galton--Watson tree conditioned on having $n$ vertices with outdegree in a fixed set $\Omega$. Under mild regularity assumptions we prove various limits related to the maximal offspring of a vertex as $n$ tends to…

Probability · Mathematics 2021-02-24 Benedikt Stufler

We provide a simple set of sufficient conditions for the weak convergence of discrete Galton-Watson branching processes with immigration to continuous time and continuous state branching processes with immigration.

Probability · Mathematics 2007-05-23 Zenghu Li

In the first part of this paper we give easy and intuitive proofs for the small value probabilities of the martingale limit of a supercritical Galton-Watson process in both the Schr\"oder and the B\"ottcher case. These results are…

Probability · Mathematics 2007-10-19 Peter Morters , Marcel Ortgiese

We study survival properties of inhomogeneous Galton-Watson processes. We determine the so-called branching number (which is the reciprocal of the critical value for percolation) for these random trees (conditioned on being infinite), which…

Probability · Mathematics 2011-12-22 Erik Broman , Ronald Meester

We study the evolution of a particle system whose genealogy is given by a supercritical continuous time Galton--Watson tree. The particles move independently according to a Markov process and when a branching event occurs, the offspring…

Probability · Mathematics 2012-02-20 Vincent Bansaye , Jean-François Delmas , Laurence Marsalle , Viet Chi Tran

We study the a.s. sample path regularity of Gaussian processes. To this end we relate the path regularity directly to the theory of small deviations. In particular, we show that if the process is $n$-times differentiable then the…

Probability · Mathematics 2009-05-21 Frank Aurzada

We consider a special class of Galton-Watson theta-processes in a varying environment fully defined by four parameters, with two of them $(\theta,r)$ being fixed over time $n$, and the other two $(a_n,c_n)$ characterizing the altering…

Probability · Mathematics 2024-01-17 Serik Sagitov , Yerakhmet Zhumayev

A method is introduced for studying large deviations in the context of statistical physics of disordered systems. The approach, based on an extension of the cavity method to atypical realizations of the quenched disorder, allows us to…

Disordered Systems and Neural Networks · Physics 2009-11-11 Olivier Rivoire

We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

Probability · Mathematics 2025-02-11 Oleksii Galganov , Andrii Ilienko

The tacnode process is a universal determinantal point process arising from non-intersecting particle systems and tiling problems. It is the aim of this work to explore the integrable structure and large gap asymptotics for the gap…

Mathematical Physics · Physics 2023-07-13 Luming Yao , Lun Zhang

In this paper we study several aspects of the growth of a supercritical Galton-Watson process {Z_n:n\ge1}, and bring out some criticality phenomena determined by the Schroder constant. We develop the local limit theory of Z_n, that is, the…

Probability · Mathematics 2007-05-23 Peter E. Ney , Anand N. Vidyashankar

We give sufficient conditions on the offspring, the initial and the immigration distributions under which a second-order Galton-Watson process with immigration is regularly varying.

Probability · Mathematics 2018-05-03 Zsuzsanna Bősze , Gyula Pap

We consider a multi-type Galton-Watson branching processes, where the largest in magnitude positive eigenvalue $\rho$ of the first moments matrix is close to unity. Specifically, we examine the random vector representing the number of…

Probability · Mathematics 2024-07-24 T. B. Lysetskyi , Ya. I. Yeleiko

For a subcritical Galton-Watson process $(\zeta_n)$, it is well known that under an $X \log X$ condition, the quotient $P(\zeta_n > 0)/ E\zeta_n$ has a finite positive limit. There is an analogous result for a (one-dimensional)…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alain Rouault
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