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math.PR2025
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…
math.PR2025
Exponential moments of truncated branching random walk martingales
Heng Ma, Pascal Maillard
For a branching random walk that drifts to infinity, consider its Malthusian martingale, i.e.~the additive martingale with parameter being the smallest root of the characterist…