English

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 α\alpha-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 MM ever visited by an individual particle of the process. We prove that the distribution of MM satisfies the asymptotic relation P{Mx}(2/α)1/2xα/2P\{M\geq x \}\sim (2/\alpha)^{1/2}x^{-\alpha /2} as xx \rightarrow \infty.

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.)