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A large deviation theorem for a supercritical super-Brownian motion with absorption

Published online by Cambridge University Press:  02 May 2023

Yaping Zhu*
Affiliation:
Beijing Normal University
*
*Postal address: School of Mathematical Sciences, Beijing Normal University, Beijing 100875, People’s Republic of China. Email address: zhuyp@mail.bnu.edu.cn

Abstract

We consider a one-dimensional superprocess with a supercritical local branching mechanism $\psi$, where particles move as a Brownian motion with drift $-\rho$ and are killed when they reach the origin. It is known that the process survives with positive probability if and only if $\rho<\sqrt{2\alpha}$, where $\alpha=-\psi'(0)$. When $\rho<\sqrt{2 \alpha}$, Kyprianou et al. [18] proved that $\lim_{t\to \infty}R_t/t =\sqrt{2\alpha}-\rho$ almost surely on the survival set, where $R_t$ is the rightmost position of the support at time t. Motivated by this work, we investigate its large deviation, in other words, the convergence rate of $\mathbb{P}_{\delta_x} (R_t >\gamma t+\theta)$ as $t \to \infty$, where $\gamma >\sqrt{2 \alpha} -\rho$, $\theta \ge 0$. As a by-product, a related Yaglom-type conditional limit theorem is obtained. Analogous results for branching Brownian motion can be found in Harris et al. [13].

Type
Original Article
Copyright
© The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust

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