Large deviations for the maximum of a branching random walk with stretched exponential tails

DOI10.1214/20-ECP353zbMATH Open1470.60084arXiv2006.09207WikidataQ115517704 ScholiaQ115517704MaRDI QIDQ829358FDOQ829358

Authors: Piotr Dyszewski, Nina Gantert, Thomas Höfelsauer 

Publication date: 5 May 2021

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We prove large deviation results for the position of the rightmost particle, denoted by $M_n$, in a one-dimensional branching random walk in a case when Cram'er's condition is not satisfied. More precisely we consider step size distributions with stretched exponential upper and lower tails, i.e.~both tails decay as $e^{-|t{|}^r}$ for some $rin(0,1)$. It is known that in this case, $M_n$ grows as $n^{1/r}$ and in particular faster than linearly in $n$. Our main result is a large deviation principle for the laws of $n^{-1/r}{M}_n$ . In the proof we use a comparison with the maximum of (a random number of) independent random walks, denoted by $ilde{M}_n$, and we show a large deviation principle for the laws of $n^{-1/r}ilde{M}_n$ as well.

Full work available at URL: https://arxiv.org/abs/2006.09207

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zbMATH Keywords

large deviationsbranching random walkstretched exponential random variables

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited In (10)

• The maximum of a branching random walk with stretched exponential tails
• Maxima of branching random walks with piecewise constant variance
• Large deviations for the maximum of a branching random walk
• Large deviations of extremes in branching random walk with regularly varying displacements
• Slower deviations of the branching Brownian motion and of branching random walks
• Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
• On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails
• Large deviations for the right-most position of a last progeny modified branching random walk
• Large deviations at the transition for sums of Weibull-like random variables
• First hitting time of a high level by a catalytic branching walk

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