How to generate the tip of branching random walks evolved to large times

Éric Brunet, Anh Dung Le, Alfred H. Mueller, Stéphane Munier

Published 2020-06-26Version 1

In a branching process, the number of particles increases exponentially with time, which makes numerical simulations for large times difficult. In many applications, however, only the region close to the extremal particles is relevant (the "tip"). We present a simple algorithm which allows to simulate a branching random walk in one dimension, keeping only the particles that arrive within some distance of the rightmost particle at a predefined time $T$. The complexity of the algorithm grows linearly with $T$. We can furthermore choose to require that the realizations have their rightmost particle arbitrarily far on the right from its typical position. We illustrate our algorithm by evaluating an observable for which no other practical method is known.