The extremal process of two-speed branching random walk
Probability
2025-03-11 v1
Abstract
We consider a two-speed branching random walk, which consists of two macroscopic stages with different reproduction laws. We prove that the centered maximum converges in law to a Gumbel variable with a random shift and the extremal process converges in law to a randomly shifted decorated Poisson point process, which can be viewed as a discrete analog for the corresponding results for the two-speed branching Brownian motion, previously established by Bovier and Hartung [12].
Keywords
Cite
@article{arxiv.2503.05994,
title = {The extremal process of two-speed branching random walk},
author = {Lianghui Luo},
journal= {arXiv preprint arXiv:2503.05994},
year = {2025}
}
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28 pages