Conjectured asymptotic dependence of truncated martingale tails on the starting position
Conjectured asymptotic dependence of truncated martingale tails on the starting position
Let and denote the truncated martingales started from position , and let be the parameter appearing in the tail behavior of . For , the conjectured dependence on is modeled by the probability that a particle starting from gets close to the origin. Tail-asymptotic conjecture. Under mild assumptions, for some ,
and similarly, for some ,
This would give precise tail asymptotics for the truncated branching-random-walk martingales and quantify their dependence on the initial position. The paper presents these asymptotics as an open problem under mild assumptions.
Sources & referencesView supporting material
Primary source
Heng Ma and Pascal Maillard, “Exponential moments of truncated branching random walk martingales”, arXiv:2504.20963 (2025).
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