Large deviations for the rightmost position in a branching Brownian motion
Bernard Derrida, Zhan Shi
TL;DR
This paper investigates the probability of significant deviations in the position of the rightmost particle in a branching Brownian motion, deriving its large deviation function.
Contribution
It provides a new large deviation function for the lower tail probability of the rightmost particle's position in branching Brownian motion.
Findings
Derived the large deviation function for the lower tail
Quantified the probability of extreme deviations
Enhanced understanding of branching Brownian motion extremes
Abstract
We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation function
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Theoretical and Computational Physics