Electronic Journal of Probability · 2015 · 17 citations · 20 references
Natural SciencesMathematicsInformation TheoryProbability TheoryStochastic ProcessesBranching ProcessesLarge DeviationsLimit TheoremsRandom WalksBranching Random WalksEmpirical DistributionEmpirical Distribution FunctionsEmpirical Measure Large DeviationsLarge Deviations For Branching ProcessesLarge Deviations For Heavy-tailed DistributionsLarge Deviations For Random WalksSimple Random Walk
We consider the branching random walk $(Z_n)_{n \geq 0}$ on $\mathbb{R}$ where the underlying motion is of a simple random walk and branching is at least binary and at most decaying exponentially in law. For a large class of measurable sets $A \subseteq \mathbb{R}$, it is well known that $\overline{Z}_n(\sqrt{n} A) \to \nu(A)$ almost surely as $n \to \infty$, where $\overline{Z}_n$ is the particles empirical distribution at generation $n$ and $\nu$ is the standard Gaussian measure on $\mathbb{R}$. We therefore analyze the rate at which $\mathbb{P}(\overline{Z}_n(\sqrt{n}A) > \nu(A) + \epsilon)$ and $\mathbb{P}(\overline{Z}_n(\sqrt{n}A) < \nu(A) - \epsilon)$ go to zero for any $\epsilon > 0$. We show that the decay is doubly exponential in either $n$ or $\sqrt{n}$, depending on $A$ and $\epsilon$ and find the leading coefficient in the top exponent. To the best of our knowledge, this is the first time such large deviation probabilities are treated in this model.
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The Theory of Branching Processes
Peter Ney, T. E. Harris · Technometrics · 1965 · 2.5K citations
Engineering, Mathematics, Physics +12
Chernoff's theorem in the branching random walk
J. D. Biggins · Journal of Applied Probability · 1977 · 174 citations
Engineering, Mathematics, Physics +12