Small value probabilities via the branching tree heuristic (Q1002586)

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scientific article; zbMATH DE number 5521510
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    Small value probabilities via the branching tree heuristic
    scientific article; zbMATH DE number 5521510

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