The Probability of Reaching a Receding Boundary by a Branching Random Walk with Fading Branching and Heavy-Tailed Jump Distribution

被引:0
作者
P. I. Tesemnivkov
S. G. Foss
机构
[1] Mathematical Center in Akademgorodok,
[2] Novosibirsk State University,undefined
[3] Sobolev Institute of Mathematics,undefined
[4] Siberian Branch of the Russian Academy of Sciences,undefined
[5] Heriot–Watt University,undefined
来源
Proceedings of the Steklov Institute of Mathematics | 2022年 / 316卷
关键词
subexponential and strong subexponential distributions; branching random walk; receding boundary; principle of a single big jump;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:318 / 335
页数:17
相关论文
共 22 条
  • [1] Asmussen S.(1998)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities Ann. Appl. Probab. 8 354-374
  • [2] Denisov D.(2010)Asymptotics of randomly stopped sums in the presence of heavy tails Bernoulli 16 971-994
  • [3] Foss S.(1983)Maxima of branching random walks Z. Wahrscheinlichkeitstheor. Verw. Geb. 62 165-170
  • [4] Korshunov D.(2017)Two-dimensional ruin probability for subexponential claim size Probab. Math. Stat. 37 319-335
  • [5] Durrett R.(2005)The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk Ann. Appl. Probab. 15 1936-1957
  • [6] Foss S.(2010)On sums of conditionally independent subexponential random variables Math. Oper. Res. 35 102-119
  • [7] Korshunov D.(2003)The maximum on a random time interval of a random walk with long-tailed increments and negative drift Ann. Appl. Probab. 13 37-53
  • [8] Palmowski Z.(2000)The maximum of a branching random walk with semiexponential increments Ann. Probab. 28 1219-1229
  • [9] Rolski T.(2020)A unifying approach to branching processes in a varying environment J. Appl. Probab. 57 196-220
  • [10] Foss S.(1988)Subexponential distributions and integrated tails J. Appl. Probab. 25 132-141