Large deviations for the maximum of a branching random walk with stretched exponential tails

被引:4
|
作者
Dyszewski, Piotr [1 ]
Gantert, Nina [2 ]
Hoefelsauer, Thomas [2 ]
机构
[1] Uniwersytetu Wroclawskiego, Inst Matemat, Pl Grunwaldzki 2-4, PL-50384 Wroclaw, Poland
[2] Tech Univ Munich, Fak Math, Boltzmannstr 3, D-85748 Garching, Germany
关键词
branching random walk; large deviations; stretched exponential random variables; PROBABILITIES;
D O I
10.1214/20-ECP353
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove large deviation results for the position of the rightmost particle, denoted by M-n, in a one-dimensional branching random walk in a case when Cramer's condition is not satisfied. More precisely we consider step size distributions with stretched exponential upper and lower tails, i.e. both tails decay as e(-circle minus(vertical bar t vertical bar r)) for some r is an element of (0, 1). It is known that in this case, M-n grows as n(1/r) and in particular faster than linearly in n. Our main result is a large deviation principle for the laws of n(-1/r) M-n. In the proof we use a comparison with the maximum of (a random number of) independent random walks, denoted by (M) over tilde (n), and we show a large deviation principle for the laws of n(-1/r) (M) over tilde (n) as well.
引用
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页码:1 / 13
页数:13
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