4 papers
Left Tail of the Derivative Martingale in a Gaussian BRW in the Entire Subcritical Regime
Xinxin Chen, Yichao Huang, Heng Ma
We establish a rather sharp two-sided estimate for the left tail probability of the derivative martingale limit in a binary Gaussian branching random walk throughout the entire sub…
Branching brownian motion conditioned on large level sets
Xinxin Chen, Heng Ma
We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of Aïdekon, Hu and…
Branching random walk conditioned on large martingale limit
Xinxin Chen, Loïc de Raphélis, Heng Ma
We consider a branching random walk in the non-boundary case where the additive martingale converges a.s. and in mean to some non-degenerate limit . We first establ…
Maximal local time of randomly biased random walks on a Galton-Watson tree
Xinxin Chen, Loïc de Raphélis
We consider a recurrent random walk on a rooted tree in random environment given by a branching random walk. Up to the first return to the root, its edge local times form a Multi-t…