How big is the minimum of a branching random walk?

DOI10.1214/14-AIHP651MaRDI QIDQ5963217zbMATH OpenOpenAlexFDO

Authors Yueyun Hu

Publication date 4 March 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.6448

zbMATH Keywords

moderate deviationsbranching random walklaw of iterated logarithmminimal positionMandelbrot's cascades

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Limit theorems in probability theory (60F99) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Let $M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the boundary case. As $noinfty$, $M_n-3over2logn$ is tight (see [1][9][2]). We establish here a law of iterated logarithm for the upper limits of $M_n$: upon the system's non-extinction, $limsu{p}_{noinfty}1overlogloglogn(M_n-3over2logn)=1$ almost surely. We also study the problem of moderate deviations of $M_n$: $p(M_n-3over2logn>lambda)$ for $lambdaoinfty$ and $lambda=o(logn)$. This problem is closely related to the small deviations of a class of Mandelbrot's cascades.

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