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

DOI10.1134/S0081543822010229MaRDI QIDQ2135144FDOQ2135144

Authors: P. I. Tesemnivkov, Sergey Foss 

Publication date: 4 May 2022

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.10544

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• scientific article; zbMATH DE number 482641

zbMATH Keywords

random walkbranching processtail asymptoticsbranching random walkfading branchingheavy-tailed jump distributionmaximum of a branching walkreceding boundarytime interval of random length

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• An introduction to heavy-tailed and subexponential distributions
• Subexponential distributions and integrated tails
• Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
• Asymptotics of randomly stopped sums in the presence of heavy tails
• Asymptotic behaviour of Wiener-Hopf factors of a random walk
• Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
• On sums of conditionally independent subexponential random variables
• The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
• The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
• The maximum of a branching random walk with semiexponential increments
• Almost sure convergence of branching processes in varying and random environments
• A unifying approach to branching processes in a varying environment
• Maxima of branching random walks
• Discrete time branching processes in random environment
• Two-dimensional ruin probability for subexponential claim size

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

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