Small value probabilities via the branching tree heuristic (Q1002586)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Small value probabilities via the branching tree heuristic
scientific article

    Statements

    Small value probabilities via the branching tree heuristic (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    2 March 2009
    0 references
    \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.
    0 references
    0 references
    branching process
    0 references
    Brownian motion
    0 references
    embedded random walk
    0 references
    embedded tree
    0 references
    intersection local time
    0 references
    intersection of Brownian motions
    0 references
    local time
    0 references
    lower tail
    0 references
    martingale limit
    0 references
    random tree
    0 references
    self-intersection local time
    0 references
    small ball problem
    0 references
    small deviation
    0 references
    supercritical Galton-Watson process
    0 references
    0 references