The probability of reaching a receding boundary by a branching random walk with fading branching and heavy-tailed jump distribution (Q2135144)

Let \(Z_0= 1\), \(Z_{n+1}= \sum^{Z_n}_{j=1}\zeta_{n,j}\), \(n\ge 0\), with \(\widehat{\zeta}_n:= \{\zeta_{n,j}\}_{j\ge 0}\) for each \(n\ge 1\) a sequence of i.i.d. random variables, \(\widehat{\zeta}_1,\widehat{\zeta}_2, \widehat{\zeta}_3,\dots\) mutually independent, a time-inhomogeneous Galton-Watson process such that \(\forall_{n\ge 1}\ \zeta_{n,1}\ge 1\) and \(\prod^\infty_{n=1} \mathbf{E}\zeta_{n,1}<\infty\) (``fast fading''). Now let \(\{\xi,\xi_{i,k}\}_{l,k\ge 0}\) be a sequence of i.i.d. random variables, independent of \(\{Z_n\}\), with zero mean and \(\forall_{\lambda>0}\ \mathbf{E}e^{\lambda\xi}=\infty\) (``heavy tail''). Denote by \(\pi= \{e_1,\dots,e_n\}\) an arbitrary path in the genealogical tree of \(Z_n\), starting from its root. The branching random walk is then defined by \(S(\emptyset)= 0\), \(S(\pi)= \sum^n_{k=1} \xi_i(e_k),k\), \(n=|\pi|\ge 1\), where \(i(e_k)\) is the number of the vertex in the generation \(k\) where the edge \(e_k\) ends. The authors investigate the asymptotic behavior of \(\mathbf{P}(\max_{\pi:|\pi|\le\mu} (S(\pi)- g(|\pi|)> x))\), where \(\mu\) is a random measure \(0\le\mu<\infty\), and \(g\) a nonnegative function, in particular \(g(|\pi|)= c|\pi|\), \(c\) a constant. The paper is related to earlier investigations of random walks without branching by \textit{S. Foss} and \textit{S. Zachary} [Ann. Appl. Probab. 13, No. 1, 37--53 (2003; Zbl 1045.60039)], and by \textit{S. Foss} et al. [Ann. Appl. Probab. 15, No. 3, 1936--1957 (2005; Zbl 1083.60036)].