Table of Contents
Fetching ...

Upper deviation probabilities for level sets of a supercritical branching random walk

Shuxiong Zhang, Lianghui Luo

Abstract

Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of $\{Z_n\}_{n\geq 0}$ and $I(x)$ be the large deviation rate function of the underlying random walk of $\{Z_n\}_{n\geq 0}$. It is known from [6] that under some mild conditions, for $x\in(0,x^*)$, $n^{-1}\log Z_n([nx,\infty))$ converges almost surely to $\log m- I(x)$ on the event of nonextinction as $n\to\infty$, where $x^*$ is the speed of maximal position of the branching random walk. In this work, we investigate its upper deviation probabilities, in other words, the convergence rates of \[\mathbb{P}(Z_n([xn,\infty))\geq e^{an})\] as $n\to\infty$, where $x>0$ and $a>(\log m- I(x))^+$. This paper is a counterpart work of the lower deviation probabilities [28] and also completes those results in [1] for the branching Brownian motion.

Upper deviation probabilities for level sets of a supercritical branching random walk

Abstract

Given a supercritical branching random walk on , let be the number of particles located in at generation . Let be the mean of the offspring law of and be the large deviation rate function of the underlying random walk of . It is known from [6] that under some mild conditions, for , converges almost surely to on the event of nonextinction as , where is the speed of maximal position of the branching random walk. In this work, we investigate its upper deviation probabilities, in other words, the convergence rates of as , where and . This paper is a counterpart work of the lower deviation probabilities [28] and also completes those results in [1] for the branching Brownian motion.
Paper Structure (10 sections, 9 theorems, 176 equations)

This paper contains 10 sections, 9 theorems, 176 equations.

Key Result

Theorem 1.1

Assume $\mathbb{E}[e^{\theta |Z_1|}]<\infty$ for some $\theta>0$, $x\in(0,L)$ and $a\in((\log m-I(x))^+,\log m)$. If $L=\infty$, then where

Theorems & Definitions (24)

  • Remark 1.1
  • Theorem 1.1
  • Remark 1.2
  • Remark 1.3
  • Remark 1.4
  • Theorem 1.2
  • Theorem 1.3
  • Remark 1.5
  • Remark 1.6
  • Theorem 1.4
  • ...and 14 more