The probability of reaching a receding boundary by branching random walk with fading branching and heavy-tailed jump distribution
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Publication:6380845
DOI10.1134/S0081543822010229arXiv2110.10544MaRDI QIDQ6380845FDOQ6380845
Authors: P. I. Tesemnivkov, Sergey Foss 
Publication date: 20 October 2021
Abstract: Foss and Zachary (2003) and Foss, Palmowski and Zachary (2005) studied the probability of achieving a receding boundary on a time interval of random length by a random walk with a heavy-tailed jump distribution. They have proposed and developed a new approach that allows to generalise results of Asmussen (1998) onto the case of arbitrary stopping times and a wide class of nonlinear boundaries, and to obtain uniform results over all stopping times. In this paper, we consider a class of branching random walks with fading branching and obtain results on the tail asymptotics for the maximum of a branching random walk on a time interval of random (possibly unlimited) length, as well as uniform results within a class of bounded random time intervals.
Queueing theory (aspects of probability theory) (60K25) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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