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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
Multivariate extremes of random properties of particles in supercritical branching processes
A. V. Lebedev M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
The author considers a supercritical Galton–Watson process $(Z_n)_{n\geqslant0}$ initiated by a single ancestor in which each particle has at least one descendant. It is further assumed that each particle is assigned $p\geqslant2$ random properties and that for different particles these properties are i.i.d. Denote by $M_i(n)$, $i=1,\dots,p$, the maximum of the ith property in the $n$th generation.
Assuming that $Z_n/\mathbb{E}Z_n$ converges in mean to a random variable $W$ and that the joint distribution of properties of a particle belongs to the maximum domain of attraction of a multidimensional nondegenerate law with distribution function $G$. Then it is proved that the vector $M_n:=(M_1(n),\dots,M_p(n))$, properly normalized and centered, converges in distribution. The limit law is given by the distribution function $\varphi(-\log G)$, where $\varphi(t):=\mathbb{E}e^{-tW}$, $t\geqslant0$. Without the assumptions stated above a more general result is also obtained: $M_n$, properly normalized and centered, converges in distribution if and only if the limit distribution function solves the functional equation (explicitly given in the paper).
Keywords:
supercritical branching processes; maxima; multivariate extremes; copulas; max-semistable distributions.
Received: 30.09.2004
Citation:
A. V. Lebedev, “Multivariate extremes of random properties of particles in supercritical branching processes”, Teor. Veroyatnost. i Primenen., 57:4 (2012), 788–794; Theory Probab. Appl., 57:4 (2013), 678–683
Linking options:
https://www.mathnet.ru/eng/tvp4481https://doi.org/10.4213/tvp4481 https://www.mathnet.ru/eng/tvp/v57/i4/p788
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