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Large deviations for the maximum of a branching random walk with stretched exponential tails

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 Added by Piotr Dyszewski
 Publication date 2020
  fields
and research's language is English




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We prove large deviation results for the position of the rightmost particle, denoted by $M_n$, in a one-dimensional branching random walk in a case when Cramers condition is not satisfied. More precisely we consider step size distributions with stretched exponential upper and lower tails, i.e.~both tails decay as $e^{-|t|^r}$ for some $rin( 0,1)$. It is known that in this case, $M_n$ grows as $n^{1/r}$ and in particular faster than linearly in $n$. Our main result is a large deviation principle for the laws of $n^{-1/r}M_n$ . In the proof we use a comparison with the maximum of (a random number of) independent random walks, denoted by $tilde M_n$, and we show a large deviation principle for the laws of $n^{-1/r}tilde M_n$ as well.



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We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $mathbb{P}[X geq t] sim a exp(-lambda t^r)$ for some constants $a, lambda > 0$ where $r in (0,1)$. We give a detailed description of the asymptotic behaviour of the position of the rightmost particle, proving almost-sure limit theorems, convergence in law and some integral tests. The limit theorems reveal interesting differences betweens the two regimes $ r in (0, 2/3)$ and $ r in (2/3, 1)$, with yet different limits in the boundary case $r = 2/3$.
In this work, we consider a modification of the usual Branching Random Walk (BRW), where we give certain independent and identically distributed (i.i.d.) displacements to all the particles at the $n$-th generation, which may be different from the driving increment distribution. This model was first introduced by Bandyopadhyay and Ghosh (2021) and they termed it as Last Progeny Modified Branching Random Walk (LPM-BRW). Under very minimal assumptions, we derive the large deviation principle (LDP) for the right-most position of a particle in generation $n$. As a byproduct, we also complete the LDP for the classical model, which complements the earlier work by Gantert and H{o}felsauer (2018).
We study one-dimensional nearest neighbour random walk in site-random environment. We establish precise (sharp) large deviations in the so-called ballistic regime, when the random walk drifts to the right with linear speed. In the sub-ballistic regime, when the speed is sublinear, we describe the precise probability of slowdown.
We obtain estimates for large and moderate deviations for the capacity of the range of a random walk on $mathbb{Z}^d$, in dimension $dge 5$, both in the upward and downward directions. The results are analogous to those we obtained for the volume of the range in two companion papers [AS17, AS19]. Interestingly, the main steps of the strategy we developed for the latter apply in this seemingly different setting, yet the details of the analysis are different
We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched exponential regime for larger deviations. In the latter regime, we show that conditioned on the moderate deviations event, the walk folds a small part of its range in a ball-like subset. Also, we provide new path properties, in dimension three as well. Besides the key role Newtonian capacity plays in this study, we introduce two original ideas, of general interest, which strengthen the approach developed in cite{AS}.
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