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This is a Quantitative Study study.

September 24, 2025Open Access

Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process

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A sharp estimate for tail probability is established, confirming critical insights in branching processes.
The result aligns with a conjecture by Lacoin, Rhodes, and Vargas regarding log-correlated Gaussian fields.
Estimates apply throughout the entire subcritical regime, highlighting the behavior of derivative martingales.
Implications for mathematical physics and probability theory arise from confirming the conjecture's predictions.

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Implication

Analysis confirms tail probability estimates for derivative martingales in a subcritical regime, indicating critical properties of branching random walks and Gaussian fields.

Cite This Study

Chen et al. (2025) studied this question.

synapsesocial.com/papers/68d6e1978b2b6861e4c40351 https://doi.org/10.48550/arxiv.2508.11983

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Implication

Analysis confirms tail probability estimates for derivative martingales in a subcritical regime, indicating critical properties of branching random walks and Gaussian fields.

Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process

Key Points

Discussion

Implication

Cite This Study

Left Tail of the Subcritical Derivative Martingale in a Branching Wiener Process

Key Points

Discussion

Implication

Cite This Study

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