Large deviations for local mass of branching Brownian motion

عنوان Large deviations for local mass of branching Brownian motion
نویسنده Öz, Mehmet
تاریخ انتشار: 2020
محل انتشار - Instituto Nacional de Matematica Pura e Aplicada
موضوع Branching Brownian motion, Large deviations, Local mass, Local growth
نوع دوره ای
زبان انگلیسی
دیجیتال بله
نسخه خطی خیر
کتابخانه: دانشگاه اوزیغین
شناسه دارایی کتابخانه 1980-0436
شماره ثبت 642d6729-a251-4400-bf72-6aa4bf0407f5
محل کتابخانه Natural and Mathematical Sciences
تاریخ 2020
متن نمونه 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
مشاهده در منبع دانشگاه اوزیغین دانشگاه اوزیغین - موتور جستجوی نسخه های خطی عثمانی
دانشگاه اوزیغین - موتور جستجوی نسخه های خطی عثمانی دانشگاه اوزیغین

Large deviations for local mass of branching Brownian motion

نویسنده Öz, Mehmet
تاریخ انتشار 2020
محل انتشار - Instituto Nacional de Matematica Pura e Aplicada
موضوع Branching Brownian motion, Large deviations, Local mass, Local growth
نوع دوره ای
زبان انگلیسی
دیجیتال بله
نسخه خطی خیر
کتابخانه دانشگاه اوزیغین
شناسه دارایی کتابخانه 1980-0436
شماره ثبت 642d6729-a251-4400-bf72-6aa4bf0407f5
محل کتابخانه Natural and Mathematical Sciences
تاریخ 2020
متن نمونه 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
دانشگاه اوزیغین - موتور جستجوی نسخه های خطی عثمانی
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