Large Deviations of First Passage Times of Branching Random Walks in $\mathbb{R}^d$: Asymptotics and Algorithms

Jose Blanchet; Wei Cai; Shaswat Mohanty; Zhenyuan Zhang

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arXiv · 2506.15072

Large Deviations of First Passage Times of Branching Random Walks in $\mathbb{R}^d$: Asymptotics and Algorithms

Jose Blanchet·Wei Cai·Shaswat Mohanty·Zhenyuan Zhang

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Abstract

We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball of radius one with a distance $x$ from the origin, conditioned upon the process's survival. Furthermore, we apply the spine decomposition technique to construct an asymptotically optimal polynomial-time algorithm for computing the lower large deviation probabilities of the FPT. The accuracy of our algorithm is also verified numerically. Our analysis not only provides a deeper theoretical understanding of these stochastic processes but also offers new insights into the microstructural features that are key to characterizing the strength of polymers.

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Jose Blanchet, Wei Cai, Shaswat Mohanty, Zhenyuan Zhang. 2025-06-18. Large Deviations of First Passage Times of Branching Random Walks in $\mathbb{R}^d$: Asymptotics and Algorithms. https://arxiv.org/abs/2506.15072

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