On the maximal displacement of some critical branching L{é}vy processes with stable offspring distribution

Fuente: arXiv
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Autore principale: Profeta, Christophe
Natura: Preprint
Pubblicazione: 2025
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author Profeta, Christophe
author_facet Profeta, Christophe
contents Let X be a critical branching L{é}vy process whose offspring distribution is in the domain of attraction of a stable random variable. We study the tail probability of the maximum location ever reached by a particle in two different situations: first when the underlying L{é}vy process L admits moments of order at least two and is not centered, and then when the distribution of L has a regularly varying tail. This work complements some earlier results in which either L was centered or the offspring distribution was assumed to have moments of order three.
format Preprint
id arxiv_https___arxiv_org_abs_2503_18451
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the maximal displacement of some critical branching L{é}vy processes with stable offspring distribution
Profeta, Christophe
Probability
Let X be a critical branching L{é}vy process whose offspring distribution is in the domain of attraction of a stable random variable. We study the tail probability of the maximum location ever reached by a particle in two different situations: first when the underlying L{é}vy process L admits moments of order at least two and is not centered, and then when the distribution of L has a regularly varying tail. This work complements some earlier results in which either L was centered or the offspring distribution was assumed to have moments of order three.
title On the maximal displacement of some critical branching L{é}vy processes with stable offspring distribution
topic Probability
url https://arxiv.org/abs/2503.18451