Tails of martingale limits in branching random walk

par Xinxin Chen

mardi 25 juin 2024, 09:50 → 10:50 Europe/Paris

Salle Pellos (1R2 - 207) (IMT)

We consider a supercritical branching random walk on the real line in the so called κ−case where the additive martingale and derivative martingale both converge a.s. and in L^p to some non-degenerate random variables under suitable moment condition. We study the tail behaviors of these martingale limits. We also discuss how this is related to the large deviation probabilities of level sets. This talk is based on joint works with L. de Raphélis and Heng Ma.