We consider a branching random walk in the non-boundary case where the additive martingale Wₙ converges a.s. and in mean to some non-degenerate limit W_∞. We first establish the joint tail distribution of W_∞ and the global minimum of this branching random walk. Next, conditioned on the event that the minimum is atypically small or conditioned on very large W_∞, we study the branching random walk viewed from the minimum and obtain the convergence in law in the vague sense. As a byproduct, we also get the right tail of the limit of derivative martingale.
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Chen et al. (2024) studied this question.
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