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Upper deviation probabilities for the range of a supercritical super-Brownian motion (2405.19756v1)

Published 30 May 2024 in math.PR

Abstract: Let ${X_t}{t\geq 0 }$ be a $d$-dimensional supercritical super-Brownian motion started from the origin with branching mechanism $\psi$. Denote by $R_t:=\inf{r>0:X_s({x\in \mathbb{R}d:|x|\geq r})=0,~\forall~0\leq s\leq t}$ the radius of the minimal ball (centered at the origin) containing the range of ${X_s}{s\geq 0 }$ up to time $t$. In \cite{Pinsky}, Pinsky proved that condition on non-extinction, $\lim_{t\to\infty}R_t/t=\sqrt{2\beta}$ in probability, where $\beta:=-\psi'(0)$. Afterwards, Engl\"{a}nder \cite{Englander04} studied the lower deviation probabilities of $R_t$. For the upper deviation probabilities, he \cite[Conjecture 8]{Englander04} conjectured that for $\rho>\sqrt {2\beta}$, $$ \lim_{t\to\infty}\frac{1}{t}\log\mathbb{P}(R_t\geq \rho t)=-\left(\frac{\rho2}{2}-\beta\right). $$ In this note, we confirmed this conjecture.

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