Large deviations for local mass of branching Brownian motion

Title Large deviations for local mass of branching Brownian motion
Author Öz, Mehmet
Publication Date: 2020
Publication Place - Instituto Nacional de Matematica Pura e Aplicada
Subject Branching Brownian motion, Large deviations, Local mass, Local growth
Type Periodical
Language English
Digital Yes
Manuscript No
Library: Özyeğin University
Library Asset ID 1980-0436
Record ID 642d6729-a251-4400-bf72-6aa4bf0407f5
Library Location Natural and Mathematical Sciences
Date 2020
Sample Text We study the local mass of a dyadic branching Brownian motion Z evolving in R-d. By 'local mass', we refer to the number of particles of Z that fall inside a ball with fixed radius and time-dependent center, lying in the region where there is typically exponential growth of particles. Using the strong law of large numbers for the local mass of branching Brownian motion and elementary geometric arguments, we find large deviation results giving the asymptotic behavior of the probability that the local mass is atypically small on an exponential scale. As corollaries, we obtain an asymptotic result for the probability of absence of Z in a ball with fixed radius and time-dependent center, and lower tail asymptotics for the local mass in a fixed ball. The proofs are based on a bootstrap argument, which we use to find the lower tail asymptotics for the mass outside a ball with time-dependent radius and fixed center, as well.
DOI 10.30757/ALEA.v17-27
Cilt 17
View in source Özyeğin University Özyeğin University - Ottoman library catalog search
Özyeğin University - Ottoman library catalog search Özyeğin University

Large deviations for local mass of branching Brownian motion

Author Öz, Mehmet
Publication Date 2020
Publication Place - Instituto Nacional de Matematica Pura e Aplicada
Subject Branching Brownian motion, Large deviations, Local mass, Local growth
Type Periodical
Language English
Digital Yes
Manuscript No
Library Özyeğin University
Library Asset ID 1980-0436
Record ID 642d6729-a251-4400-bf72-6aa4bf0407f5
Library Location Natural and Mathematical Sciences
Date 2020
Sample Text We study the local mass of a dyadic branching Brownian motion Z evolving in R-d. By 'local mass', we refer to the number of particles of Z that fall inside a ball with fixed radius and time-dependent center, lying in the region where there is typically exponential growth of particles. Using the strong law of large numbers for the local mass of branching Brownian motion and elementary geometric arguments, we find large deviation results giving the asymptotic behavior of the probability that the local mass is atypically small on an exponential scale. As corollaries, we obtain an asymptotic result for the probability of absence of Z in a ball with fixed radius and time-dependent center, and lower tail asymptotics for the local mass in a fixed ball. The proofs are based on a bootstrap argument, which we use to find the lower tail asymptotics for the mass outside a ball with time-dependent radius and fixed center, as well.
DOI 10.30757/ALEA.v17-27
Cilt 17
Özyeğin University - Ottoman library catalog search
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