Small value probabilities of additive and derivative martingales in supercritical branching Brownian motions and super Brownian motions

Shukai Chen; Haojie Hou

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arXiv · 2607.27612

Small value probabilities of additive and derivative martingales in supercritical branching Brownian motions and super Brownian motions

Shukai Chen·Haojie Hou

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Abstract

In this paper, we establish asymptotics for the small value probabilities of additive and derivative martingales in both supercritical branching Brownian motions and super Brownian motions, thereby extending the corresponding results for Galton--Watson processes and continuous-state branching processes. For the derivative martingale in branching Brownian motion, our result also agrees with the findings in the arXiv version of Arguin et al. [arXiv:1008.4386 v1] and with those of Hu [Ann. Inst. H. Poincar\'e Probab. Stat., 2016].

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Shukai Chen, Haojie Hou. 2026-07-30. Small value probabilities of additive and derivative martingales in supercritical branching Brownian motions and super Brownian motions. https://arxiv.org/abs/2607.27612

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