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.
机构:
Vilnius State Univ, Dept Math, LT-2006 Vilnius, Lithuania
Inst Math & Informat, LT-2006 Vilnius, LithuaniaUniv Copenhagen, Dept Math, DK-2100 Copenhagen, Denmark