A simple backward construction of branching Brownian motion with large displacement and applications
نویسندگان
چکیده
Le présent article a pour objet l’étude du processus extrémal mouvement Brownien branchant conditionné à avoir une particule anormalement loin droite. Ces mesures ponctuelles limites forment famille un paramètre et apparaissent dans les extrémaux de plusieurs branchement tels que le avec vitesse variable ou certains branchants multitype. Nous donnons nouvelle représentation ces nous montrons qu’elles continue lois. obtenons ainsi expression probabiliste simple la constante qui apparaît principe grande déviation déplacement anormal plus droite d’un branchant. Finalement, appliquons résultats montrer travaux Bovier Hartung (ALEA Lat. Am. J. Probab. Math. Stat. 12 (2015) 261–291) sur décrivent également d’Ornstein–Uhlenbeck
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ژورنال
عنوان ژورنال: Annales de l'I.H.P
سال: 2022
ISSN: ['0246-0203', '1778-7017']
DOI: https://doi.org/10.1214/21-aihp1212