Maximums on trees

DOI10.1016/j.spa.2014.09.004zbMath1316.60131arXiv1405.6265OpenAlexW2060897377MaRDI QIDQ468736

Predrag R. Jelenković, Mariana Olvera-Cravioto

Publication date: 7 November 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.6265

zbMATH Keywords

large deviationsbranching random walkrandom difference equationsweighted branching processesCramér-Lundberg approximationhigh-order Lindley equationmaximum recursionpower law distributionsstochastic fixed-point equations

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Related Items (7)

Large deviation estimates for branching random walks ⋮ Importance sampling for maxima on trees ⋮ Max-linear models in random environment ⋮ Tail asymptotics of maximums on trees in the critical case ⋮ Maxima and sums of non-stationary random length sequences ⋮ Convergence of the population dynamics algorithm in the Wasserstein metric ⋮ Stationary Waiting Time in Parallel Queues with Synchronization

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