中文

Regular variation in the branching random walk

概率论 2007-05-23 v1

摘要

Let {\mmn,n=0,1,...}\{\mm_n, n=0,1,...\} be the supercritical branching random walk starting with one initial ancestor located at the origin of the real line. For n=0,1,...n=0,1,... let WnW_n be the moment generating function of \mmn\mm_n normalized by its mean. Denote by AWnAW_n any of the following random variables: maximal function, square function, L1L_1 and a.s. limit WW, \suWWn\su |W-W_n|, \suWn+1Wn\su |W_{n+1}-W_n|. Under mild moment restrictions and the assumption that \rP{W1>x}\rP\{W_1>x\} regularly varies at \infty it is proved that \rP{AWn>x}\rP\{AW_n>x\} regularly varies at \infty 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 WW is established in two distinct ways.

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引用

@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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