论文标题
较低的偏差,以支持超棕色运动的支持
Lower deviation for the supremum of the support of super-Brownian motion
论文作者
论文摘要
我们研究了超批评性超棕色运动的支持的最高$ m_t $的渐近行为。在我们最近的论文(Stoch。Proc。Appl。137(2021),1-34)中,我们表明,在某些条件下,$ M_T-M(T)$将分布收敛到随机移位的Gumbel随机变量,其中$ m(t)= C_0T-C_1 \ log log t $。在同一篇论文中,我们还研究了$ m_t $的上部大偏差,即$ \ mathbb {p}的渐近行为(m_t>ΔC_0T)$ for $δ\ ge 1 $。在本文中,我们研究了$ m_t $的下部大偏差,即,$ \ mathbb {p}的渐近行为(m_t \leΔC_0T| \ Mathcal {s})$ $δ<1 $,在$ \ nercal {s} $的情况下,是$Δ<1 $。
We study the asymptotic behavior of the supremum $M_t$ of the support of a supercritical super-Brownian motion. In our recent paper (Stoch. Proc. Appl. 137 (2021), 1-34), we showed that, under some conditions, $M_t-m(t)$ converges in distribution to a randomly shifted Gumbel random variable, where $m(t)=c_0t-c_1\log t$. In the same paper, we also studied the upper large deviation of $M_t$, i.e., the asymptotic behavior of $\mathbb{P}(M_t>δc_0t) $ for $δ\ge 1$. In this paper, we study the lower large deviation of $M_t$, i.e., the asymptotic behavior of $\mathbb{P}(M_t\le δc_0t|\mathcal{S}) $ for $δ<1$, where $\mathcal{S}$ is the survival event.