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Louis Chataignier

Publications and source records attributed to Louis Chataignier.

5 recordsLinked to original sources

Almost sure path localisation for the derivative martingale of branching Brownian motion

The evolution of the front of branching Brownian motion is determined by the limit of the derivative martingale. In this work, we characterise which particles contribute to this limit. Precisely, we establish a sharp almost sure path localisation result which shows that the limit is determined by those particles whose trajectory stays within a thin tube at distance $s^{1/2}$ from the extremal particle.

math.PR

Upper moderate deviation probabilities for the maximum of a branching random walk

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit function. Equivalently, he identified the limit of $\mathbb{P}(M_n > m_n + x)$, for any $x \in \mathbb{R}$. More recently, Luo (2025) gave an asymptotic equivalent for the upper large deviation probability, that is $\mathbb{P}(M_n > m_n + xn)$, for $x > 0$. In this work, we study an intermediate regime, called upper moderate deviation. We obtain, under close-to-optimal integrability conditions, an asymptotic equivalent for $\mathbb{P}(M_n > m_n + x_n)$, where $x_n$ is such that $x_n \to \infty$ and $x_n = O(\sqrt{n})$. Our proof is based on a strategy due to Bramson, Ding, and Zeitouni (2016). As a byproduct, we obtain information about the typical behavior of particles contributing to such deviations. Finally, we apply our main result to show the convergence in law of the centered maximum of a two-speed branching random walk in the mean regime and describe its limit.

math.PR

Upper moderate deviation probabilities for the maximum of branching Brownian motion

It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an asymptotic equivalent for its upper moderate deviation probability, that is, the probability that the maximum achieves $m_t + x_t$ at time $t$, where $1 \ll x_t \ll t$. We adopt a probabilistic approach that employs a modified version of the second moment method. As a byproduct, we obtain information about the typical behavior of particles contributing to such deviations.

math.PR

Asymptotics of the overlap distribution of branching Brownian motion at high temperature

At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to obtain an overlap greater than $a$, for some $a>0$, in the whole subcritical phase of inverse temperatures $\beta \in [0,\beta_c)$. Moreover, we study this probability both conditionally on the branching Brownian motion and non-conditionally. Two sub-phases of inverse temperatures appear, but surprisingly the threshold is not the same in both cases.

math.PR

Additive martingales of the branching Brownian motion

In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation. Subsequently, we establish various convergence results that enhance our understanding of the model. In particular, these results include the determination of particles contributing to the additive martingales, the description of the fluctuations of these martingales around their limits, and an approximation of the so-called overlap distribution. Regarding the latter, we believe this is the first time that such an approximation is given. Remarkably, we identify a specific regime in which stable distributions emerge.

math.PR