Precise upper deviation estimates for the maximum of a branching random walk
Lianghui Luo
TL;DR
This work derives precise upper large deviation asymptotics for the maximal displacement $M_n$ in a branching random walk and describes the extremal process under the conditioning event $\\{M_n \\ge n\psi'(\\theta) \\}$, introducing a limiting decoration point process $D(\\theta)$ that governs the limit law. The analysis combines spine decomposition, a time-reversal construction of an auxiliary process $D_n^{\\theta}$, and a non-lattice local limit theorem to obtain sharp tail estimates and to characterize the joint limit of the extremal process with the centered maximum. The main results include an explicit tail constant $C(\\theta)$ and a conditional weak convergence $(\\mathcal{E}_n, M_n-n\\psi'(\\theta)) \\xrightarrow{d} (D(\\theta), \\mathbf{e})$ where $\\mathbf{e}$ is Exp$(\\theta)$, as well as a detailed description of when $D(\\theta)$ is finite or infinite. These findings generalize and extend prior work on branching Brownian motion to discrete BRWs under non-lattice and moment conditions, providing a refined understanding of the fine structure of extremes and their decorations.
Abstract
We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations event. This introduces a family of point measure playing a role similar to the decoration measures introduced in [9] for branching Brownian motion.
