Branching random walk with infinite progeny mean: a tale of two tails

DOI10.1016/J.SPA.2023.03.001MaRDI QIDQ6044249zbMATH OpenFDO

Authors Souvik Ray, Rajat Subhra Hazra, Parthanil Roy, Philippe Soulier

Publication date 17 May 2023

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1909.08948

zbMATH Keywords

branching random walkcloud speedextremesGalton-Watson tree with infinite progeny meanmaximal displacementpoint processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the regularly varying case, it is shown that the point process sequence of normalized extremes converges to a Poisson random measure. We study the asymptotics of the scaled position of the rightmost particle in the $n$-th generation when the tail of the displacement behaves like $exp(-K(x))$, where either $K$ is a regularly varying function of index $r>0$, or $K$ has an exponential growth. We identify the exact scaling of the maxima in all cases and show the existence of a non-trivial limit when $r>1$.

Review text

The main focus of this article is the analysis of the behaviour of a branching random walk in which the offspring distribution has infinite mean. This is a particle system on the real line in which at each step, every particle give birth independently to one another to a random number of children, with probability \(\{p_k\}_{k \geq 0}\). The children move around their parent according to i.i.d. copies of a real-valued random variable \(X\). For any \(n \in \mathbb N\), we denote by \(Z_n\) the number of particles alive at time \(n\) and by \(M_n\) the position of the maximal displacement at time \(n\). Under (a generalization of) the assumption that \(Z_1\) belong to the domain of attraction of an stable random variable with parameter \(\alpha \in (0,1)\), \textit{P. L. Davies} [J. Appl. Probab. 15, 466--480 (1978; Zbl 0387.60093)] proved that \(\alpha^n \log (Z_n+1)\) converges to a non-degenerate limit \(W\) almost surely. Note that contrarily to classical settings for branching random walks, the intensity measure of the offspring distribution possesses does not have any exponential moment. Under this assumption on the reproduction law, the authors study the asymptotic behaviour of \(M_n\) depending on the behaviour of the tail of the displacement of particles, proving notably the following results. \begin{itemize} \item If \(\mathbb P(X > x) \sim x^{-\beta}\) as \(x \to \infty\), then \(\alpha^n \log M_n \to \frac{W}{\beta}\) in probability as \(n\to\infty\). \item If \(-\log \mathbb P(X > x) \sim x^r\) as \(x \to \infty\), then \(\alpha^{n/r} M_n \to c_{\alpha,r}W^{1/r}\) a.s. as \(n\to\infty\). \item If the right-continuous inverse \(L\) of \(-\log \mathbb P(X > x)\) is slowly varying at \(\infty\) and regular enough, then \(M_n / \sum_{k=1}^\infty L(\alpha^{-k}) \to 1\) a.s. as \(n\to\infty\). \end{itemize} Moreover, under the assumption that \(\mathbb P(X > x) \sim x^{-\beta}\), they show that the rescaled empirical measure of the process converges towards a Poisson random measure with intensity \(x^{-\beta - 1} \mathrm d x\).

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Cited in

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• The maximum of a branching random walk with semiexponential increments
• Branching random walks with acritical branching part
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