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