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Teoriya Veroyatnostei i ee Primeneniya, 2012, Volume 57, Issue 4, Pages 788–794
DOI: https://doi.org/10.4213/tvp4481
(Mi tvp4481)
 

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
Full-text PDF (157 kB) Citations (4)
References:
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
English version:
Theory of Probability and its Applications, 2013, Volume 57, Issue 4, Pages 678–683
DOI: https://doi.org/10.1137/S0040585X97986278
Bibliographic databases:
Document Type: Article
MSC: 60J80,60G70
Language: Russian
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
Citation in format AMSBIB
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  • This publication is cited in the following 4 articles:
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