English

On the Maximal Displacement of a Critical Branching Random Walk

Probability 2014-03-31 v2

Abstract

We consider a branching random walk initiated by a single particle at location 0 in which particles alternately reproduce according to the law of a Galton-Watson process and disperse according to the law of a driftless random walk on the integers. When the offspring distribution has mean 1 the branching process is critical, and therefore dies out with probability 1. We prove that if the particle jump distribution has mean zero, positive finite variance η2\eta^{2}, and finite 4+ε4+\varepsilon moment, and if the offspring distribution has positive variance σ2\sigma^{2} and finite third moment then the distribution of the rightmost position MM reached by a particle of the branching random walk satisfies P{Mx}6η2/(σ2x2)P\{M \geq x\}\sim 6\eta^{2}/ (\sigma^{2}x^{2}) as xx \rightarrow \infty. We also prove a conditional limit theorem for the distribution of the rightmost particle location at time nn given that the process survives for nn generations.

Keywords

Cite

@article{arxiv.1212.2933,
  title  = {On the Maximal Displacement of a Critical Branching Random Walk},
  author = {Steven P. Lalley and Yuan Shao},
  journal= {arXiv preprint arXiv:1212.2933},
  year   = {2014}
}

Comments

corrected error in proof of Theorem 1