Table of Contents
Fetching ...

Chernoff bounds for branching random walks

Changqing Liu

TL;DR

The paper introduces a generalized BRW framework that treats branching random walks as a random walk augmented by a displacement point process, enabling a direct link to concentration phenomena. Under a position-independent branching factor and assuming a Chernoff bound for the underlying displacement walk, it proves a Chernoff-type tail bound for BRW leaves, showing subgaussian decay of deviations of the quantiles from their mean. The work formalizes the spine decomposition and connects BRW tails to RW deviations via quantities like $Q_n(\alpha)$ and $p_{(\tau)}(\lambda)$, with $\mathbb{E}[p_{(\tau)}(\lambda)] = \Pr(S_n - na \ge \lambda)$. It further establishes that the bound holds in both subcritical and supercritical regimes and discusses broader implications and extensions to more general concentration inequalities beyond the stated assumptions.

Abstract

Concentration inequalities, which have proved very useful in a variety of fields, provide fairly tight bounds on large deviation probabilities while central limit theorem (CLT) describes the asymptotic distribution around the mean (at the $\sqrt{n}$ scale). Harris (1963) conjectured that for a supercritical branching random walk (BRW) of i.i.d offspring and i.i.d displacements, positions of individuals in $nth$ generation approach to Gaussian distribution -- central limit theorem. This conjecture was later proved by Stam (1966) and Kaplan \& Asmussen (1976). Refinements and extensions followed. However, to the best of our knowledge, there is no corresponding existing work on concentration inequalities for BRWs. In this note, we propose a new definition of BRW, providing a more general framework. Owing to this definition, a Chernoff-type (subgaussian) bound for BRWs follows directly from the Chernoff bound for random walk. The relation between RW (random walk) and BRW is discussed.

Chernoff bounds for branching random walks

TL;DR

The paper introduces a generalized BRW framework that treats branching random walks as a random walk augmented by a displacement point process, enabling a direct link to concentration phenomena. Under a position-independent branching factor and assuming a Chernoff bound for the underlying displacement walk, it proves a Chernoff-type tail bound for BRW leaves, showing subgaussian decay of deviations of the quantiles from their mean. The work formalizes the spine decomposition and connects BRW tails to RW deviations via quantities like and , with . It further establishes that the bound holds in both subcritical and supercritical regimes and discusses broader implications and extensions to more general concentration inequalities beyond the stated assumptions.

Abstract

Concentration inequalities, which have proved very useful in a variety of fields, provide fairly tight bounds on large deviation probabilities while central limit theorem (CLT) describes the asymptotic distribution around the mean (at the scale). Harris (1963) conjectured that for a supercritical branching random walk (BRW) of i.i.d offspring and i.i.d displacements, positions of individuals in generation approach to Gaussian distribution -- central limit theorem. This conjecture was later proved by Stam (1966) and Kaplan \& Asmussen (1976). Refinements and extensions followed. However, to the best of our knowledge, there is no corresponding existing work on concentration inequalities for BRWs. In this note, we propose a new definition of BRW, providing a more general framework. Owing to this definition, a Chernoff-type (subgaussian) bound for BRWs follows directly from the Chernoff bound for random walk. The relation between RW (random walk) and BRW is discussed.

Paper Structure

This paper contains 4 sections, 1 theorem, 34 equations.

Key Result

Theorem 2.1

For BRW $(m_i, p_i)_{i=1, 2, ..., n}$, if (a) $m_i$ is position-independent, and (b) Chernoff bound holds for the random walk $(p_i)$, then where $na$ is the expected position"$na$" is used for "mean" in order to be consistent with the literature of BRW, not indicating a linear relationship with $n$ for an individual in $nth$ generation, $Q_n(\alpha)$ is $\alpha$ quantile and Throughout, generat

Theorems & Definitions (2)

  • Theorem 2.1
  • proof