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

DOI10.1017/JPR.2023.103MaRDI QIDQ6413699zbMATH OpenOpenAlexFDO

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

Publication date 12 October 2022

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)

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 $mathbb{X}_t$.

Recommendations

• Point process convergence for branching random walks with regularly varying steps
• Conditioned random walks and Lévy processes
• Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
• scientific article; zbMATH DE number 7639712

This page was built for publication: Weak convergence of the extremes of branching L\'evy processes with regularly varying tails

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6413699)