Tail probability of maximal displacement in critical branching Lévy process with stable branching

Haojie Hou, Yiyang Jiang, Yan Xia Ren, Renming Song

Research output: Contribution to journalArticlepeer-review

Abstract

Consider a critical branching Lévy process {Xt,t ≥ 0} with branching rate β>0, offspring distribution {pk: k ≥ 0} and spatial motion {ξt, Px}.Foranyt ≥ 0, let Nt be the collection of particles alive at time t, and, for any u ∈ Nt,letXu (t) be the position of u at time t. We study the tail probability of the maximal displacement M:= supt>0 supu∈Nt Xu (t) under the assumption lim (Formula presented) for some α ∈(1,2), (Formula presented) for some r > 2α/(α − 1). Our main result is a generalization of the main result of Sawyer and Fleischman (1979) for branching Brownian motions and that of Lalley and Shao (2015) for branching random walks, both of these results are proved under the assumption (Formula presented).

Original languageEnglish (US)
Pages (from-to)630-648
Number of pages19
JournalBernoulli
Volume31
Issue number1
DOIs
StatePublished - Feb 2025

Keywords

  • Branching Lévy process
  • Feynman-Kac representation
  • critical branching process

ASJC Scopus subject areas

  • Statistics and Probability

Fingerprint

Dive into the research topics of 'Tail probability of maximal displacement in critical branching Lévy process with stable branching'. Together they form a unique fingerprint.

Cite this