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arxiv: 1902.10079 · v1 · pith:XCZDMBTInew · submitted 2019-02-21 · 🧮 math.PR

Decorated Random Walk Restricted to Stay Below a Curve (Supplement Material)

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We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent random variables which are added at each step, but do not get accumulated. We study the probability that such process, conditioned to form a bridge, stays below a curve which grows at most polynomially fast away from the boundaries, with exponent less than one half. Both bounds and asymptotics are derived. These estimates are used in the manuscript "the structure of extreme level sets in branching Brownian motion" by the same authors, to which this manuscript is a supplement.

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