Weak convergence of the extremes of branching Lévy processes with regularly varying tails

Yan Xia Ren, Renming Song, Rui Zhang

Research output: Contribution to journalArticlepeer-review

Abstract

We study the weak convergence of the extremes of supercritical branching Lévy processes whose spatial motions are Lévy processes with regularly varying tails. The result is drastically different from the case of branching Brownian motions. We prove that, when properly renormalized, converges weakly. As a consequence, we obtain a limit theorem for the order statistics of.

Original languageEnglish (US)
Pages (from-to)622-643
Number of pages22
JournalJournal of Applied Probability
Volume61
Issue number2
DOIs
StatePublished - Jun 6 2024
Externally publishedYes

Keywords

  • Branching Lévy process
  • extremal process
  • regularly varying
  • rightmost position

ASJC Scopus subject areas

  • Statistics and Probability
  • General Mathematics
  • Statistics, Probability and Uncertainty

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