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Large deviations for local massof branching Brownian motion

Mehmet Öz

2020Latin American Journal of Probability and Mathematical Statistics10 citationsDOIOpen Access PDF

Abstract

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.

Topics & Concepts

Branching (polymer chemistry)Brownian motionStatistical physicsPhysicsMathematicsStatisticsMaterials scienceComposite materialStochastic processes and statistical mechanicsStochastic processes and financial applicationsTheoretical and Computational Physics
Large deviations for local massof branching Brownian motion | Litcius