Regular variation in the branching random walk
Probability
2007-05-23 v1
Abstract
Let be the supercritical branching random walk starting with one initial ancestor located at the origin of the real line. For let be the moment generating function of normalized by its mean. Denote by any of the following random variables: maximal function, square function, and a.s. limit , , . Under mild moment restrictions and the assumption that regularly varies at it is proved that regularly varies at with the same exponent. All the proofs given are non-analytic in the sense that these do not use Laplace-Stieltjes transforms. The result on the tail behaviour of is established in two distinct ways.
Cite
@article{arxiv.math/0604439,
title = {Regular variation in the branching random walk},
author = {Aleksander Iksanov and Sergey Polotskiy},
journal= {arXiv preprint arXiv:math/0604439},
year = {2007}
}
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