English

On the Maximal Displacement of Subcritical Branching Random Walks

Probability 2016-03-11 v3

Abstract

We study the maximal displacement of a one dimensional subcritical branching random walk initiated by a single particle at the origin. For each nN,n\in\mathbb{N}, let MnM_{n} be the rightmost position reached by the branching random walk up to generation nn. Under the assumption that the offspring distribution has a finite third moment and the jump distribution has mean zero and a finite probability generating function, we show that there exists ρ>1\rho>1 such that the function g(c,n):=ρcnP(Mncn),\mboxforeachc>0\mboxandnN, g(c,n):=\rho ^{cn} P(M_{n}\geq cn), \quad \mbox{for each }c>0 \mbox{ and } n\in\mathbb{N}, satisfies the following properties: there exist 0<δδ<0<\underline{\delta}\leq \overline{\delta} < {\infty} such that if c<δc<\underline{\delta}, then 0<lim infng(c,n)lim supng(c,n)1, 0<\liminf_{n\rightarrow\infty} g (c,n)\leq \limsup_{n\rightarrow\infty} g (c,n) {\leq 1}, while if c>δc>\overline{\delta}, then limng(c,n)=0. \lim_{n\rightarrow\infty} g (c,n)=0. Moreover, if the jump distribution has a finite right range RR, then δ<R\overline{\delta} < R. If furthermore the jump distribution is "nearly right-continuous", then there exists κ(0,1]\kappa\in (0,1] such that limng(c,n)=κ\lim_{n\rightarrow \infty}g(c,n)=\kappa for all c<δc<\underline{\delta}. We also show that the tail distribution of M:=supn0MnM:=\sup_{n\geq 0}M_{n}, namely, the rightmost position ever reached by the branching random walk, has a similar exponential decay (without the cutoff at δ\underline{\delta}). Finally, by duality, these results imply that the maximal displacement of supercritical branching random walks conditional on extinction has a similar tail behavior.

Keywords

Cite

@article{arxiv.1509.08989,
  title  = {On the Maximal Displacement of Subcritical Branching Random Walks},
  author = {Eyal Neuman and Xinghua Zheng},
  journal= {arXiv preprint arXiv:1509.08989},
  year   = {2016}
}

Comments

29 pages