Weak convergence of the extremes of branching L\'evy processes with regularly varying tails

DOI10.1017/JPR.2023.103arXiv2210.06130OpenAlexW4389390760MaRDI QIDQ6413699FDOQ6413699

Rui Zhang, Renming Song, Y.-X. Ren

Publication date: 12 October 2022

Abstract: In this paper, we study the weak convergence of the extremes of supercritical branching L'evy processes $mathbb{X}_t,tge0$ whose spatial motions are L'evy processes with regularly varying tails. The result is drastically different from the case of branching Brownian motions. We prove that, when properly renormalized, $mathbb{X}_t$ converges weakly. As a consequence, we obtain a limit theorem for the order statistics of $mathbb{X}_t$.

Full work available at URL: https://doi.org/10.1017/jpr.2023.103

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Random measures (60G57) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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