Branching brownian motion conditioned on large level sets
Probability
2025-05-07 v3
Abstract
We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of A\"{i}dekon, Hu and Shi in [J. Math. Sci. \textbf{238}(2019)]. Additionally, we analyze the typical behaviors of BBM conditioned on large level sets. Our approach relies on the connections between intermediate level sets, additive martingale limits of BBM, and the global minimum of linearly transformed BBMs.
Cite
@article{arxiv.2409.16104,
title = {Branching brownian motion conditioned on large level sets},
author = {Xinxin Chen and Heng Ma},
journal= {arXiv preprint arXiv:2409.16104},
year = {2025}
}
Comments
39 pages, 3 figures; Typos corrected; Comments are welcome!