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

被引:0
|
作者
Tesemnivkov, P., I [1 ,2 ,3 ]
Foss, S. G. [2 ,3 ,4 ]
机构
[1] Math Ctr Akademgorodok, Ul Pirogova 1, Novosibirsk 630090, Russia
[2] Novosibirsk State Univ, Ul Pirogova 1, Novosibirsk 630090, Russia
[3] Russian Acad Sci, Sobolev Inst Math, Siberian Branch, Novosibirsk 630090, Russia
[4] Heriot Watt Univ, Edinburgh EH14 4AS, Midlothian, Scotland
基金
俄罗斯科学基金会;
关键词
subexponential and strong subexponential distributions; branching random walk; receding boundary; principle of a single big jump; RANDOM TIME-INTERVAL; SUMS; ASYMPTOTICS; MAXIMUM;
D O I
10.1134/S0081543822010229
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:318 / 335
页数:18
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