We consider the discrete Gaussian Free Field in a square box in ( Z ^2 ) of side length N with zero boundary conditions and study the joint law of its properly-centered extreme values (h) and their scaled spatial positions (x) in the limit as ( N ). Restricting attention to extreme local maxima, i.e., the extreme points that are maximal in an r N -neighborhood thereof, we prove that the associated process tends, whenever ( r_N ) and ( r_N N 0 ), to a Poisson point process with intensity measure ( Z ( dx) e ^ - h d h ), where ( := 2 g ) with g: = 2 π and where Z(dx) is a random Borel measure on [0, 1]2. In particular, this yields an integral representation of the law of the absolute maximum, similar to that found in the context of Branching Brownian Motion. We give evidence that the random measure Z is a version of the derivative martingale associated with the continuum Gaussian Free Field.
@cite_26: The Kesten–Stigum theorem for the one-type Galton–Watson process gives necessary and sufficient conditions for mean convergence of the martingale formed by the population size normed by its expectation. Here, the approach to this theorem pioneered by Lyons, Pemantle and Peres (1995) is extended to certain kinds of martingales defined for Galton– Watson processes with a general type space. Many examples satisfy stochastic domination conditions on the offspring distributions and suitable domination conditions combine nicely with general conditions for mean convergence to produce moment conditions, like the X log X condition of the Kesten–Stigum theorem. A general treatment of this phenomenon is given. The application of the approach to various branching processes is indicated. However, the main reason for developing the theory is to obtain martingale convergence results in a branching random walk that do not seem readily accessible with other techniques. These results, which are natural extensions of known results for martingales associated with binary branching Brownian motion, form the main application.
@cite_15: We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Big-gins and Kyprianou [Electron. J. Probab. 10 (2005) 609-631]. Our method applies, furthermore, to the study of directed polymers on a disordered tree. In particular, we give a rigorous proof of a phase transition phenomenon for the partition function (from the point of view of convergence in probability), already described by Derrida and Spohn [J. Statist. Phys. 51 (1988) 817-840]. Surprisingly, this phase transition phenomenon disappears in the sense of upper almost sure limits.
@cite_9: Given a branching random walk, let @math be the minimum position of any member of the @math th generation. We calculate @math to within O(1) and prove exponential tail bounds for @math , under quite general conditions on the branching random walk. In particular, together with work by Bramson [Z. Wahrsch. Verw. Gebiete 45 (1978) 89―108], our results fully characterize the possible behavior of @math when the branching random walk has bounded branching and step size.
@cite_39: Consider a branching random walk in which each particle has a random number (one or more) of offspring particles that are displaced independently of each other according to a logconcave density. Under mild additional assumptions, we obtain the following results: the minimal position in the nth generation, adjusted by its a-quantile, converges weakly to a non-degenerate limiting distribution. There also exists a 'conditional limit' of the adjusted minimal position, which has a (Gumbel) extreme value distribution delayed by a random time-lag. Consequently, the unconditional limiting distribution is a mixture of extreme value distributions.
@cite_45: 
@cite_46: In this paper, we study the tightness of solutions for a fam- ily of recursive equations. These equations arise naturally in the study of random walks on tree-like structures. Examples include the maxi- mal displacement of branching random walk in one dimension, and the cover time of symmetric simple random walk on regular binary trees. Recursion equations associated with the distribution functions of these quantities have been used to establish weak laws of large numbers. Here, we use these recursion equations to establish the tightness of the corre- sponding sequences of distribution functions after appropriate centering. We phrase our results in a fairly general context, which we hope will fa- cilitate their application in other settings.
@cite_16: We consider the minimum of a super-critical branching random walk. Addario-Berry and Reed [Ann. Probab. 37 (2009) 1044–1079] proved the tightness of the minimum centered around its mean value. We show that a convergence in law holds, giving the analog of a well-known result of Bramson [Mem. Amer. Math. Soc. 44 (1983) iv+190] in the case of the branching Brownian motion.
In general, @math will grow linearly with @math but for properly centered and normalized splitting processes --- the so called boundary cases --- the growth of @math is sublinear. Here McDiarmid @cite_45 showed that the correct order is @math while Bachmann @cite_39 and Bramson and Zeitouni @cite_46 proved tightness of @math under regularity conditions on the tail of the splitting process. Hu and Shi @cite_15 and Addario-Berry and Reed @cite_9 then established @math is tight. Pursuing the strategy that proved to be so useful for the BBM, Biggins and Kyprianou @cite_26 showed the convergence of the corresponding derivative martingale @math while A "id 'ekon @cite_16 established a representation for the limiting law of @math as the Laplace transform of @math .