The Probability of Reaching a Receding Boundary by a Branching Random Walk with Fading Branching and Heavy-Tailed Jump Distribution
نویسندگان
چکیده
Foss and Zachary (2003) Foss, Palmowski (2005) studied the probability of achieving a receding boundary on time interval random length by walk with heavy-tailed jump distribution. They have proposed developed new approach that allows one to generalise results Asmussen (1998) case arbitrary stopping times wide class nonlinear boundaries, obtain uniform over all times. In this paper, we consider branching walks fading tail asymptotics for maximum (possibly unlimited) length, as well within bounded intervals.
منابع مشابه
Reportrapport Random Walk with a Heavy-tailed Jump Distribution Random Walk with a Heavy-tailed Jump Distribution
The classical random walk of which the one-step displacement variable u has a rst nite negative moment is considered. The R.W. possesses an unique stationary distribution; x is a random variable with this distribution. It is assumed that the righthand and/or the lefthand tail of the distribution of u are heavy-tailed. For the type of heavy-tailed distribution considered in this study a contract...
متن کاملRandom Walk with a Heavy-Tailed Jump Distribution
The classical random walk of which the one-step displacement variable u has a rst nite negative moment is considered. The R.W. possesses an unique stationary distribution; x is a random variable with this distribution. It is assumed that the righthand and/or the lefthand tail of the distribution of u are heavy-tailed. For the type of heavy-tailed distribution considered in this study a contract...
متن کاملCentral Limit Theorem in Multitype Branching Random Walk
A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.
متن کاملBranching random walk in Z with branching
For the critical branching random walk in Z 4 with branching at the origin only we find the asymptotic behavior of the probability of the event that there are particles at the origin at moment t → ∞ and prove a Yaglom type conditional limit theorem for the number of individuals at the origin given that there are particles at the origin.
متن کاملSurvival probability of the branching random walk killed below a linear boundary
We give an alternative proof of a result by N. Gantert, Y. Hu and Z. Shi on the asymptotic behavior of the survival probability of the branching random walk killed below a linear boundary, in the special case of deterministic binary branching and bounded random walk steps. Connections with the Brunet-Derrida theory of stochastic fronts are discussed.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the Steklov Institute of Mathematics
سال: 2022
ISSN: ['1531-8605', '0081-5438']
DOI: https://doi.org/10.1134/s0081543822010229