Small value probabilities via the branching tree heuristic (Q1002586): Difference between revisions

\textit{S. Dubuc}'s proofs for the classical results on small value probabilities of the martingale limit of supercritical Galton-Watson processes satisfying the \(x\log x\)-condition relied on purely analytical techniques [Ann. Inst. Fourier 21, No. 1, 171--251 (1971; Zbl 0196.12801)]. The authors supply simple probabilistic proofs, the underlying strategy of which can be transferred to other contexts such as intersections of stochastic processes. They find the small value probabilities for intersection local times of several Brownian motions and for self-intersection local times of a single Brownian motion.