3 papers
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
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…
math.PR2025
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…