Maximal displacement of critical branching symmetric stable processes (Q330694)

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scientific article; zbMATH DE number 6643514
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    Maximal displacement of critical branching symmetric stable processes
    scientific article; zbMATH DE number 6643514

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      Maximal displacement of critical branching symmetric stable processes (English)
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      26 October 2016
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      branching stable process
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      critical branching process
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      nonlinear convolution equation
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      Feynman-Kac formula
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      fractional Laplacian
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      The authors study a critical branching process in which every particle moves on the real line according to a symmetric \(\alpha\)-stable Lévy process. At time \(0\), one ancestor particle starts at \(0\). It moves according to a symmetric stable Lévy process. After an exponentially distributed time with parameter \(1\), the particle either dies or splits into two identical particles with probability \(1/2\). The new particles move and split in the same way as the original particle. Because of the criticality, the process dies out with probability \(1\). Hence, there is a well-defined maximal position \(M\) ever visited by a particle from the process. The authors prove that for \(0<\alpha<2\), NEWLINE\[NEWLINE \mathbb P[M\geq x] \sim \sqrt{\frac{2}{\alpha}} x^{-\alpha/2} \text{ as } x\to +\infty. NEWLINE\]NEWLINE An analogous result in the case of finite variance was obtained by the same authors in [Probab. Theory Relat. Fields, 162, No. 1--2, 71--96 (2015, Zbl 1316.60132)].
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