Maximal displacement of critical branching symmetric stable processes

DOI10.1214/15-AIHP677MaRDI QIDQ330694zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/1307.3259, https://projecteuclid.org/euclid.aihp/1469723515

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)

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 $xightarrowinfty$.

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