Large deviation estimates for branching random walks

DOI10.1051/PS/2019006MaRDI QIDQ5881050zbMATH OpenOpenAlexWikidataFDO

Authors Dariusz Buraczewski, Mariusz Maślanka

Publication date 9 March 2023

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.06540

zbMATH Keywords

branching random walkfirst passage timelarge deviationsrandom walk

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We consider the branching random walk drifting to $-infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.

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Cited in

(20)

• Seneta-Heyde norming in the branching random walk
• The near-critical Gibbs measure of the branching random walk
• A note on large deviation probabilities for empirical distribution of branching random walks
• Lower deviation and moderate deviation probabilities for maximum of a branching random walk
• A simple backward construction of branching Brownian motion with large displacement and applications
• First hitting time of a high level by a catalytic branching walk
• Efficient approximation of branching random walk Gibbs measures
• Precise large deviation estimates for branching process in random environment
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• Moderate deviation probabilities for empirical distribution of the branching random walk
• scientific article; zbMATH DE number 431886 (Why is no real title available?)
• Large and moderate deviations for a -valued branching random walk with a random environment in time
• On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails
• Approximating Critical Parameters of Branching Random Walks
• Intermittency for branching walks with heavy tails
• Lower deviation probabilities for level sets of the branching random walk
• Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk
• Precise upper deviation estimates for the maximum of a branching random walk
• Upper deviation probabilities for level sets of a supercritical branching random walk
• Large deviations for the maximum of a branching random walk with stretched exponential tails

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