English

Tails of extinction time and maximal displacement for critical branching killed L\'{e}vy process

Probability 2024-05-16 v1

Abstract

In this paper, we study asymptotic behaviors of the tails of extinction time and maximal displacement of a critical branching killed L\'{e}vy process (Zt(0,))t0(Z_t^{(0,\infty)})_{t\ge 0} in R\mathbb{R}, in which all particles (and their descendants) are killed upon exiting (0,)(0, \infty). Let ζ(0,)\zeta^{(0,\infty)} and Mt(0,)M_t^{(0,\infty)} be the extinction time and maximal position of all the particles alive at time tt of this branching killed L\'{e}vy process and define M(0,):=supt0Mt(0,)M^{(0,\infty)}: = \sup_{t\geq 0} M_t^{(0,\infty)}. Under the assumption that the offspring distribution belongs to the domain of attraction of an α\alpha-stable distribution, α(1,2]\alpha\in (1, 2], and some moment conditions on the spatial motion, we give the decay rates of the survival probabilities Py(ζ(0,)>t),Pty(ζ(0,)>t) \mathbb{P}_{y}(\zeta^{(0,\infty)}>t), \quad \mathbb{P}_{\sqrt{t}y}(\zeta^{(0,\infty)}>t) and the tail probabilities Py(M(0,)x),Pxy(M(0,)x). \mathbb{P}_{y}(M^{(0,\infty)}\geq x), \quad \mathbb{P}_{xy}(M^{(0,\infty)}\geq x). We also study the scaling limits of Mt(0,)M_t^{(0,\infty)} and the point process Zt(0,)Z_t^{(0,\infty)} under Pty(ζ(0,)>t)\mathbb{P}_{\sqrt{t}y}(\cdot |\zeta^{(0,\infty)}>t) and Py(ζ(0,)>t)\mathbb{P}_y(\cdot |\zeta^{(0,\infty)}>t). The scaling limits under Pty(ζ(0,)>t)\mathbb{P}_{\sqrt{t}y}(\cdot |\zeta^{(0,\infty)}>t) are represented in terms of super killed Brownian motion.

Keywords

Cite

@article{arxiv.2405.09019,
  title  = {Tails of extinction time and maximal displacement for critical branching killed L\'{e}vy process},
  author = {Haojie Hou and Yan-Xia Ren and Renming Song},
  journal= {arXiv preprint arXiv:2405.09019},
  year   = {2024}
}

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54 pages, 0 figures