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This article is cited in 6 scientific papers (total in 7 papers)
Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance
A. V. Lebedev Lomonosov Moscow State University
Abstract:
The paper continues the author's long-term study of the extrema of random scores of particles in branching processes. It is assumed that the particle scores are dependent via common heredity, the dependence being determined by the distance. The case in which the scores have distributions with heavy tails is considered. The max-linear score generation model is used. The asymptotic behavior of multivariate extremes of scores over generations is studied. Nondegenerate limit laws are obtained for the maxima under linear normalization, and examples are given for various types of branching processes.
Keywords:
branching process, multivariate extremum, heavy tail, upper tail dependence coefficient.
Received: 10.05.2017 Revised: 03.04.2018
Citation:
A. V. Lebedev, “Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance”, Mat. Zametki, 105:3 (2019), 395–405; Math. Notes, 105:3 (2019), 376–384
Linking options:
https://www.mathnet.ru/eng/mzm11670https://doi.org/10.4213/mzm11670 https://www.mathnet.ru/eng/mzm/v105/i3/p395
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