TY - JOUR

T1 - Maximum of Catalytic Branching Random Walk with Regularly Varying Tails

AU - Bulinskaya, Ekaterina Vl

N1 - Publisher Copyright: © 2020, Springer Science+Business Media, LLC, part of Springer Nature. Copyright: Copyright 2021 Elsevier B.V., All rights reserved.

PY - 2021/3

Y1 - 2021/3

N2 - For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements include regular variation of the jump distribution tail for underlying random walk and the well-known Llog L condition for the offspring numbers. In our classification, given in Bulinskaya (Theory Probab Appl 59(4):545–566, 2015), the analysis refers to supercritical CBRW. The principal result demonstrates that, after a proper normalization, the maximum of CBRW converges in distribution to a non-trivial law. An explicit formula is provided for this normalization, and nonlinear integral equations are obtained to determine the limiting distribution function. The novelty consists in establishing the weak convergence for CBRW with “heavy” tails, in contrast to the known behavior in case of “light” tails of the random walk jumps. The new tools such as “many-to-few lemma” and spinal decomposition appear ineffective here. The approach developed in this paper combines the techniques of renewal theory, Laplace transform, nonlinear integral equations and large deviations theory for random sums of random variables.

AB - For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements include regular variation of the jump distribution tail for underlying random walk and the well-known Llog L condition for the offspring numbers. In our classification, given in Bulinskaya (Theory Probab Appl 59(4):545–566, 2015), the analysis refers to supercritical CBRW. The principal result demonstrates that, after a proper normalization, the maximum of CBRW converges in distribution to a non-trivial law. An explicit formula is provided for this normalization, and nonlinear integral equations are obtained to determine the limiting distribution function. The novelty consists in establishing the weak convergence for CBRW with “heavy” tails, in contrast to the known behavior in case of “light” tails of the random walk jumps. The new tools such as “many-to-few lemma” and spinal decomposition appear ineffective here. The approach developed in this paper combines the techniques of renewal theory, Laplace transform, nonlinear integral equations and large deviations theory for random sums of random variables.

KW - Catalytic branching random walk

KW - Heavy tails

KW - Llog L condition

KW - Regularly varying tails

KW - Spread of population

KW - L log L condition

KW - SPREAD

UR - http://www.scopus.com/inward/record.url?scp=85084229925&partnerID=8YFLogxK

U2 - 10.1007/s10959-020-01009-w

DO - 10.1007/s10959-020-01009-w

M3 - Article

AN - SCOPUS:85084229925

VL - 34

SP - 141

EP - 161

JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

SN - 0894-9840

IS - 1

ER -