First order transition for the branching random walk at the critical parameter

DOI10.1016/J.SPA.2015.09.008MaRDI QIDQ901299zbMATH OpenOpenAlexFDO

Authors Thomas Madaule

Publication date 23 December 2015

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.3835

zbMATH Keywords

phase transitionbranching random walkderivative martingale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Considering a critical branching random walk on the real line. From a study of the law of the trajectory of a particle chosen under the polymer measure, we establish a first order transition for the partition function at the critical parameter. This result is strongly related to a recent paper of A"id'ekon and Shi in which they solved the problem of the normalisation of the partition function in the critical regime.

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Cited in

(17)

• A revisited proof of the Seneta-Heyde norming for branching random walks under optimal assumptions
• Tail asymptotics of maximums on trees in the critical case
• On intermediate level sets of two-dimensional discrete Gaussian free field
• Gaussian multiplicative chaos and applications: a review
• Critical Liouville measure as a limit of subcritical measures
• 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale
• The near-critical Gibbs measure of the branching random walk
• Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
• On the trajectory of an individual chosen according to supercritical Gibbs measure in the branching random walk
• Critical Brownian multiplicative chaos
• Range and critical generations of a random walk on Galton-Watson trees
• Liouville measure as a multiplicative cascade via level sets of the Gaussian free field
• On the derivative martingale in a branching random walk
• Lower deviation and moderate deviation probabilities for maximum of a branching random walk
• Genealogy of the extremal process of the branching random walk
• Late levels of nested occupancy scheme in random environment
• A simple backward construction of branching Brownian motion with large displacement and applications

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