Maximal Displacement of Critical Branching Symmetric Stable Processes
Probability
2013-07-16 v2
Abstract
We consider a critical continuous-time branching process (a Yule process) in which the individuals independently execute symmetric stable random motions on the real line starting at their birth points. Because the branching process is critical, it will eventually die out, and so there is a well-defined maximal location ever visited by an individual particle of the process. We prove that the distribution of satisfies the asymptotic relation as .
Keywords
Cite
@article{arxiv.1307.3259,
title = {Maximal Displacement of Critical Branching Symmetric Stable Processes},
author = {Steven P. Lalley and Yuan Shao},
journal= {arXiv preprint arXiv:1307.3259},
year = {2013}
}
Comments
Second version fixes several minor errors in the original version. (Thanks to Renming Song for pointing these out.)