Open Access
February 2016 How big is the minimum of a branching random walk?
Yueyun Hu
Ann. Inst. H. Poincaré Probab. Statist. 52(1): 233-260 (February 2016). DOI: 10.1214/14-AIHP651

Abstract

Let $\mathbb{M}_{n}$ be the minimal position in the $n$th generation, of a real-valued branching random walk in the boundary case. As $n\to\infty$, $\mathbb{M}_{n}-{\frac{3}{2}}\log n$ is tight (see (Ann. Probab. 37 (2009) 1044–1079, Ann. Probab. 41 (2013) 1362–1426, Ann. Probab. 37 (2009) 615–653)). We establish here a law of iterated logarithm for the upper limits of $\mathbb{M}_{n}$: upon the system’s non-extinction, $\limsup_{n\to\infty}{\frac{1}{\log\log\log n}}(\mathbb{M}_{n}-{\frac{3}{2}}\log n)=1$ almost surely. We also study the problem of moderate deviations of $\mathbb{M}_{n}$: $\mathbb{P}(\mathbb{M}_{n}-{\frac{3}{2}}\log n>\lambda)$ for $\lambda\to\infty$ and $\lambda=\mathrm{o}(\log n)$. This problem is closely related to the small deviations of a class of Mandelbrot’s cascades.

Soit $\mathbb{M}_{n}$ la position minimale à la $n^{\mathrm{ieme}}$ génération, d’une marche aléatoire branchante réelle dans le cas frontière. Quand $n\to\infty$, $\mathbb{M}_{n}-{\frac{3}{2}}\log n$ est tendue (voir (Ann. Probab. 37 (2009) 1044–1079, Ann. Probab. 41 (2013) 1362–1426, Ann. Probab. 37 (2009) 615–653)). Nous établissons une loi du logarithme itéré pour décrire les limites supérieures de $\mathbb{M}_{n}$ : sur l’événement de la survie du système, $\limsup_{n\to\infty}{\frac{1}{\log\log\log n}}(\mathbb{M}_{n}-{\frac{3}{2}}\log n)=1$ presque sûrement. Nous étudions également les déviations modérées de $\mathbb{M}_{n}$ : $\mathbb{P}(\mathbb{M}_{n}-{\frac{3}{2}}\log n>\lambda)$ pour $\lambda\to\infty$ et $\lambda=\mathrm{o}(\log n)$. Ce problème est directement lié aux petites déviations d’une classe des cascades de Mandelbrot.

Citation

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Yueyun Hu. "How big is the minimum of a branching random walk?." Ann. Inst. H. Poincaré Probab. Statist. 52 (1) 233 - 260, February 2016. https://doi.org/10.1214/14-AIHP651

Information

Received: 28 May 2013; Revised: 30 September 2014; Accepted: 1 October 2014; Published: February 2016
First available in Project Euclid: 6 January 2016

zbMATH: 1202.92027
MathSciNet: MR3449302
Digital Object Identifier: 10.1214/14-AIHP651

Subjects:
Primary: 60F15 , 60J80

Keywords: Branching random walk , Law of iterated logarithm , Mandelbrot’s cascades , Minimal position , Moderate deviation

Rights: Copyright © 2016 Institut Henri Poincaré

Vol.52 • No. 1 • February 2016
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