The maximum of a tree-indexed random walk in the big jump domain

被引:0
|
作者
Maillard, Pascal [1 ]
机构
[1] Univ Paris 11, Univ Paris Saclay, CNRS, Dept Math, F-91405 Orsay, France
关键词
Tree-indexed random walk; branching random walk; heavy tails; extreme values; BRANCHING RANDOM-WALK; LARGE DEVIATIONS; LIMIT-THEOREMS;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider random walks indexed by arbitrary finite random or deterministic trees. We derive a simple sufficient criterion which ensures that the maximal displacement of the tree-indexed random walk is determined by a single large jump. This criterion is given in terms of four quantities: the tail and the expectation of the random walk steps, the height of the tree and the number of its vertices. The results are applied to critical Galton-Watson trees with offspring distributions in the domain of attraction of a stable law.
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页码:545 / 561
页数:17
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