Open Access
2018 Large deviations for the maximum of a branching random walk
Nina Gantert, Thomas Höfelsauer
Electron. Commun. Probab. 23: 1-12 (2018). DOI: 10.1214/18-ECP135

Abstract

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random walks. We characterise the rate function as the solution of a variational problem. We consider the same random number of independent random walks, and show that the maximum of the branching random walk is dominated by the maximum of the independent random walks. For the maximum of independent random walks, we derive a large deviation principle as well. It turns out that the rate functions for upper large deviations coincide, but in general the rate functions for lower large deviations do not.

Citation

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Nina Gantert. Thomas Höfelsauer. "Large deviations for the maximum of a branching random walk." Electron. Commun. Probab. 23 1 - 12, 2018. https://doi.org/10.1214/18-ECP135

Information

Received: 15 February 2018; Accepted: 27 April 2018; Published: 2018
First available in Project Euclid: 7 June 2018

zbMATH: 1394.60019
MathSciNet: MR3812066
Digital Object Identifier: 10.1214/18-ECP135

Subjects:
Primary: 60F10 , 60G50 , 60J80

Keywords: Branching random walk , large deviations

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