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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2022, Volume 316, Pages 336–354
DOI: https://doi.org/10.4213/tm4237
(Mi tm4237)
 

The Probability of Reaching a Receding Boundary by a Branching Random Walk with Fading Branching and Heavy-Tailed Jump Distribution

P. I. Tesemnivkovabc, S. G. Fossdab

a Novosibirsk State University, ul. Pirogova 1, Novosibirsk, 630090 Russia
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, pr. Akad. Koptyuga 4, Novosibirsk, 630090 Russia
c Mathematical Center in Akademgorodok, ul. Pirogova 1, Novosibirsk, 630090 Russia
d Heriot–Watt University, Edinburgh, Scotland, EH14 4AS, UK
References:
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.
Funding agency Grant number
Russian Science Foundation 17-11-01173
This work is supported by the Russian Science Foundation under grant 17-11-01173-extension.
Received: April 26, 2021
Revised: July 8, 2021
Accepted: October 20, 2021
English version:
Proceedings of the Steklov Institute of Mathematics, 2022, Volume 316, Pages 318–335
DOI: https://doi.org/10.1134/S0081543822010229
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\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}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85129065009}
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