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 one to generalise the results of Asmussen (1998) to the case of arbitrary stopping times and to 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.
Keywords:subexponential and strong subexponential distributions, branching random walk, receding boundary, principle of a single big jump.
Citation:
P. I. Tesemnivkov, S. G. Foss, “The Probability of Reaching a Receding Boundary by a Branching Random Walk with Fading Branching and Heavy-Tailed Jump Distribution”, Branching Processes and Related Topics, Collected papers. On the occasion of the 75th birthday of Andrei Mikhailovich Zubkov and 70th birthday of Vladimir Alekseevich Vatutin, Trudy Mat. Inst. Steklova, 316, Steklov Math. Inst., Moscow, 2022, 336–354; Proc. Steklov Inst. Math., 316 (2022), 318–335
\Bibitem{TesFos22}
\by P.~I.~Tesemnivkov, S.~G.~Foss
\paper The Probability of Reaching a Receding Boundary by a Branching Random Walk with Fading Branching and Heavy-Tailed Jump Distribution
\inbook Branching Processes and Related Topics
\bookinfo Collected papers. On the occasion of the 75th birthday of Andrei Mikhailovich Zubkov and 70th birthday of Vladimir Alekseevich Vatutin
\serial Trudy Mat. Inst. Steklova
\yr 2022
\vol 316
\pages 336--354
\publ Steklov Math. Inst.
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/tm4237}
\crossref{https://doi.org/10.4213/tm4237}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4461487}
\transl
\jour Proc. Steklov Inst. Math.
\yr 2022
\vol 316
\pages 318--335
\crossref{https://doi.org/10.1134/S0081543822010229}
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