Small value probabilities via the branching tree heuristic

DOI10.3150/07-BEJ107zbMath1163.60040arXiv0710.3493MaRDI QIDQ1002586

Marcel Ortgiese, Peter Mörters

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.3493

zbMATH Keywords

Brownian motion; branching process; local time; intersection local time; random tree; self-intersection local time; small deviation; supercritical Galton-Watson process; embedded random walk; embedded tree; intersection of Brownian motions; lower tail; martingale limit; small ball problem

Mathematics Subject Classification ID

60J65: Brownian motion

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

Related Items

The exact packing measure of Brownian double points, A class of weakly self-avoiding walks, Small value probabilities for supercritical branching processes with immigration, Galton-Watson trees with vanishing martingale limit, Simultaneous Multifractal Analysis of the Branching and Visibility Measure on a Galton-Watson Tree

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