Conjectured asymptotic dependence of truncated martingale tails on the starting position

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Let W∞(x)W_\infty^{(x)} and D∞(x)D_\infty^{(x)} denote the truncated martingales started from position xx, and let κ\kappa be the parameter appearing in the tail behavior of W∞(x)W_\infty^{(x)}. For x,y→∞x,y\to\infty, the conjectured dependence on xx is modeled by the probability that a particle starting from xx gets close to the origin. Tail-asymptotic conjecture. Under mild assumptions, for some K∈(0,∞)K\in(0,\infty),

P(W∞(x)>y)∼Ke−κxP(W∞(0)>y),x,y→∞,\mathbb{P}(W_\infty^{(x)}>y)\sim Ke^{-\kappa x}\mathbb{P}(W_\infty^{(0)}>y),\qquad x,y\to\infty,

and similarly, for some K∈(0,∞)K\in(0,\infty),

P(D∞(x)>y)∼Ke−xP(D∞(0)>y).\mathbb{P}(D_\infty^{(x)}>y)\sim Ke^{-x}\mathbb{P}(D_\infty^{(0)}>y).

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.

References

Primary source

Heng Ma and Pascal Maillard, “Exponential moments of truncated branching random walk martingales”, arXiv:2504.20963 (2025).

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