Small value probabilities via the branching tree heuristic

Details Small value probabilities via the branching tree heuristic Small value probabilities via the branching tree heuristic

2007-10-18

arxiv.org/abs/0710.3493v1

Mathematics

Probability

18 pages, 4 figures

Scientific paper

In the first part of this paper we give easy and intuitive proofs for the small value probabilities of the martingale limit of a supercritical Galton-Watson process in both the Schr\"oder and the B\"ottcher case. These results are well-known, but the most cited proofs rely on generating function arguments which are hard to transfer to other settings. In the second part we show that the strategy underlying our proofs can be used in the quite different context of self-intersections of stochastic processes. Solving a problem posed by Wenbo Li, we find the small value probabilities for intersection local times of several Brownian motions, as well as for self-intersection local times of a single Brownian motion.

Affiliated with

Also associated with

No associations

Rating

Small value probabilities via the branching tree heuristic does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Small value probabilities via the branching tree heuristic, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Small value probabilities via the branching tree heuristic will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-461158