First hitting time of a high level by a catalytic branching walk (Q2135123)

This paper treats the case of light tails of the walk jump relative to a supercritical catalytic branching random walk (CBRW) on the integers \(\mathbb{Z}\) and also deals with a limit theorem in the sense of almost sure convergence for the first hitting time of a high level by particles of CBRW. Let \(\{ S(t), t \geq 0 \}\) be an indecomposable and spatially homogeneous Markov chain with infinitesimal matrix \(Q = ( q(x,y) )\), \(x, y \in \mathbb{Z}\). Let \(N(t)\) denote the random set of particles existing in a CBRW st time \(t \geq 0\), and \(X^v(t)\) be the position of a particle \(v \in N(t)\) at time \(t\). Every time a particle hits a finite set \(W = \{ w_1, \dots, w_N \} \subset \mathbb{Z}\) of catalysts, namely, a point \(w_k\), it remains there for a random time destributed exponentially with rate \(\beta_k > 0\). After that the particle either produces offspring with probability \(\alpha_k\) or leaves the point \(w_k\) with probability \(1 - \alpha_k\), \(( 0 \leqslant \alpha_k < 1)\). If a particle produces offspring, then it produces a random number \(\xi_k\) of particles located at the same point \(w_k\) and immediately dies. Set \[ \mathcal{I} := \Big\{ \omega: \limsup_{t \to \infty} \{ v \in N(t): X^v(t) \in W \} \not= \emptyset \Big\}. \] When the random walk \(S\) has light tails, then for any \(s \in \mathbb{R}\), the function \[ H(s) := \sum_{ x \in \mathbb{Z} } e^{sx} q(0, x) = q \left( \sum_{ x \in \mathbb{Z} , x \not= 0 } e^{sx} \frac{ q(0, x)}{q} -1 \right) = q ( \mathbb{E} e^{s Y} -1 ) \] is finite. Note that \(H\) is a convex function. Let \(r > 0\) be such that \(H(r) = \gamma\) with respect to the exponent \(\gamma >0\) in the population of particles. Let \(M_t := \max \{ X^v(t)\): \(v \in N(t) \}\) be the maximum of the CBRW at time \(t \geq 0\). Let \(T_R := \inf \{ t > 0: M_t \geq R \}\) be the first hitting time of a level \(R > 0\) by the population of particles in the CBRW. Here is the main theorem of this paper. Theorem. Assume that the matrix \(Q\) of CBRW is conservative and also that CBRW has light tails. Let \(\gamma\) be the Malthusian parameter for a supercritical CBRW on \(\mathbb{Z}\). Set \(\mu := \gamma / r\). Then for any starting point \(x \in \mathbb{Z}\), we have \[ \frac{T_u}{u} \to \frac{1}{\mu}\ \text{ as }\ u \to \infty \] on the set \(\mathcal{I}\). Moreover, the following relation holds for almost all \(\omega \in \Omega\): namely, \[ \liminf_{u \to \infty} \frac{T u}{u} \geq \frac{1}{\mu}. \] For other related works, see e.g. [\textit{P. Carmona} and \textit{Y. Hu}, Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 2, 327--351 (2014; Zbl 1291.60208)] for a limit theorem for the maximum of the CBRW in the sense of almost sure convergence. See also [\textit{E. Vl. Bulinskaya}, J. Theor. Probab. 34, No. 1, 141--161 (2021; Zbl 1466.60173)] for the maximum of CBRW with regularly varying tails.