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Tightness for branching random walk in time-inhomogeneous random environment

Xaver Kriechbaum

TL;DR

This work analyzes the maximum of a branching random walk in a time-inhomogeneous random environment and proves annealed tightness for the centered maximum M_n−m_n, where the centering m_n depends on the environmental sequence via barrier probabilities and a barrier-driven functional K_n. The authors develop barrier-based ballot arguments, a many-to-one lemma adapted to the environment, and a detailed barrier calculus to bound right- and left-tail probabilities; they further introduce a shifting-starting-point technique and a tree-cutting strategy to manage dependencies and obtain tightness. A substantial portion is dedicated to barrier computations, including barrier-splitting, Girsanov tilting, and dyadic decompositions to control error terms and constants, ensuring robustness across the environment. The results elucidate the asymptotic behavior of BRWRE maxima under Gaussian increments and provide a framework potentially extensible to more general environments, with implications for understanding universality and distributional limits in BRW in random environments.

Abstract

We consider a branching random walk in time-inhomogeneous random environment, in which all particles at generation $k$ branch into the same random number of particles $\mathcal{L}_{k+1}\ge 2$, where the $\mathcal{L}_k$, $k\in\mathbb{N}$, are i.i.d., and the increments are standard normal. Let $\mathbb{P}$ denote the law of $(\mathcal{L}_k)_{k\in\mathbb{N}}$, and let $M_n$ denote the position of the maximal particle in generation $n$. We prove that there are $m_n$, which are functions of only $(\mathcal{L}_k)_{k\in\{0,\dots, n\}}$, such that (with regard to $\mathbb{P}$) the sequence $(M_n-m_n)_{n\in\mathbb{N}}$ is tight with high probability.

Tightness for branching random walk in time-inhomogeneous random environment

TL;DR

This work analyzes the maximum of a branching random walk in a time-inhomogeneous random environment and proves annealed tightness for the centered maximum M_n−m_n, where the centering m_n depends on the environmental sequence via barrier probabilities and a barrier-driven functional K_n. The authors develop barrier-based ballot arguments, a many-to-one lemma adapted to the environment, and a detailed barrier calculus to bound right- and left-tail probabilities; they further introduce a shifting-starting-point technique and a tree-cutting strategy to manage dependencies and obtain tightness. A substantial portion is dedicated to barrier computations, including barrier-splitting, Girsanov tilting, and dyadic decompositions to control error terms and constants, ensuring robustness across the environment. The results elucidate the asymptotic behavior of BRWRE maxima under Gaussian increments and provide a framework potentially extensible to more general environments, with implications for understanding universality and distributional limits in BRW in random environments.

Abstract

We consider a branching random walk in time-inhomogeneous random environment, in which all particles at generation branch into the same random number of particles , where the , , are i.i.d., and the increments are standard normal. Let denote the law of , and let denote the position of the maximal particle in generation . We prove that there are , which are functions of only , such that (with regard to ) the sequence is tight with high probability.
Paper Structure (55 sections, 87 theorems, 361 equations, 5 figures)

This paper contains 55 sections, 87 theorems, 361 equations, 5 figures.

Key Result

Theorem 1.2

We have that $(M_n-m_n)_{n\in\mathbb{N}}$ is tight with regard to the annealed measure $P$.

Figures (5)

  • Figure 1: The event in \ref{['Def:barrprobUB']}. Drawn are $(K_k/\vartheta^\ast)_{k\le n}$ (dotted line), $(K_k/\vartheta^\ast+\frac{k}{n\vartheta^\ast} \log(p_n))_{k\le n}$ (dashed line), $(K_k/\vartheta^\ast+\frac{k}{n\vartheta^\ast}\log(p_n)-h_n^{\smallfrown}(k)/2)_{k\le n}$ (thick black line) and a sample path of $(y+B_s)_{s\le n}$ realizing the barrier event $\mathcal{B}_{\{0,\dots, n\},m_{n,h/2}^{\smallfrown}}^{y,J_x}(T_\cdot/\vartheta^\ast)$ (thin black line). We have the parameters $n = 10$, $\mathcal{L}_1\sim\mathrm{Unif}(\{2,3\})$, $(\mathcal{L}_k)_{k\le 10} = (2,2,3,3,2,2,3,2,3,3)$.
  • Figure 2: The event in \ref{['Def:LBRTpt']}. Drawn are $(K_k/\vartheta^\ast)_{k\le n}$ (dotted line), $(K_k/\vartheta^\ast+\frac{k}{n\vartheta^\ast} \log(p_n))_{k\le n}$ (dashed line), $(K_k/\vartheta^\ast+\frac{k}{n\vartheta^\ast}\log(p_n)-h_n^{\smallsmile}(k))_{k\le n}$ (thick black line) and a sample path of $(y+B_s)_{s\le n}$ realizing the barrier event $\mathcal{B}_{\{0,\dots, n\},m_{n,h/2}^{\smallsmile}}^{y,J_x}(T_\cdot/\vartheta^\ast)$. We have the parameters $n = 10$, $\mathcal{L}_1 \sim \mathrm{Unif}(\{2,3\})$, $(\mathcal{L}_k)_{k\le 10} = (2,2,3,3,2,2,3,2,3,3)$.
  • Figure 3: The events in Definition \ref{['Def:SetupMovey']}. The event in \ref{['eqref:Fig21']} corresponds to a Brownian motion starting at time $\sigma$ and location $r$ staying below the black line from time $\sigma$ to time $t$ and ending up in the gray interval, the thin blue curve is a sample in this event. The event in \ref{['eqref:Fig22']} is the same, but ignoring the black barrier until time $\sigma+z$, the thick red curve serves as a sample.
  • Figure 4: Sketching the summands in \ref{['eq: Main1']} to \ref{['eq: Main5']} for $k=2$ and $h = W = 0$.
  • Figure 5: The event in \ref{['eq:Sec61']}. Drawn are $(W_s)_{0\le s\le t}$ (dotted line), $\Xi_j(W)$, $j\in\{0,\dots, 5\}$ (dashed lines) and $g_t$ (solid piecewise linear curve) with parameters $h=0$, $t=96$, $t_1 =32$, $t_2 =64$, $k_1=5$. We note that it is less likely to stay below $(g_s)_{s\le t}$ than below $(W_s)_{s\le t}$.

Theorems & Definitions (187)

  • Definition 1.1
  • Theorem 1.2
  • Remark 1.3
  • Definition 2.1: Barrier Events
  • Remark 2.2
  • Definition 2.3
  • Remark 2.4
  • Lemma 2.5: Lemma 2.1 equation (2.4) and equation (2.5) in MM_timeinh
  • proof
  • Lemma 2.6
  • ...and 177 more