Maximal displacement of critical branching symmetric stable processes

DOI10.1214/15-AIHP677zbMATH Open1352.60122arXiv1307.3259OpenAlexW2964138629MaRDI QIDQ330694FDOQ330694

Authors: Steven P. Lalley, Yuan Shao 

Publication date: 26 October 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We consider a critical continuous-time branching process (a Yule process) in which the individuals independently execute symmetric $alpha-$stable random motions on the real line starting at their birth points. Because the branching process is critical, it will eventually die out, and so there is a well-defined maximal location $M$ ever visited by an individual particle of the process. We prove that the distribution of $M$ satisfies the asymptotic relation $PMgeqxsim(2/alpha{)}^{1/2}{x}^{-alpha/2}$ as $xightarrowinfty$.

Full work available at URL: https://arxiv.org/abs/1307.3259

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zbMATH Keywords

Feynman-Kac formulafractional Laplacianbranching stable processcritical branching processnonlinear convolution equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stable stochastic processes (60G52)

Cited In (9)

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