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arxiv: 1305.6448 · v5 · pith:SSRN3BHNnew · submitted 2013-05-28 · 🧮 math.PR

How big is the minimum of a branching random walk?

classification 🧮 math.PR
keywords inftylambdabranchingdeviationsproblemrandomwalkalmost
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Let $M_n$ be the minimal position at generation $n$, of a real-valued branching random walk in the boundary case. As $n \to \infty$, $M_n- {3 \over 2} \log n$ is tight (see [1][9][2]). We establish here a law of iterated logarithm for the upper limits of $M_n$: upon the system's non-extinction, $ \limsup\_{n\to \infty} {1\over \log \log \log n} ( M_n - {3\over2} \log n) = 1$ almost surely. We also study the problem of moderate deviations of $M_n$: $p(M_n- {3 \over 2} \log n > \lambda)$ for $\lambda\to \infty$ and $\lambda=o(\log n)$. This problem is closely related to the small deviations of a class of Mandelbrot's cascades.

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