Large deviations for the growth rate of the support of supercritical super-Brownian motion
We prove a large deviation result for the growth rate of the support of the d-dimensional (strictly dyadic) branching Brownian motion Z and the d-dimensional (supercritical) super-Brownian motion X. We show that the probability that Z (X) remains in a smaller than typical ball up to time t is exponentially small in t and we compute the cost function. The cost function turns out to be the same for Z and X. In the proof we use a decomposition result due to Evans and O'Connell and elementary probabilistic arguments. Our method also provides a short alternative proof for the lower estimate of the large time growth rate of the support of X, first obtained by Pinsky by pde methods.
Year of publication: |
2004
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Authors: | Engländer, János |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 4, p. 449-456
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Publisher: |
Elsevier |
Keywords: | Measure-valued process Superdiffusion Super-Brownian motion Branching Brownian motion Subcritical wave speed Large deviations KPP-equation |
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