Open Access
May 2017 Point process convergence for branching random walks with regularly varying steps
Ayan Bhattacharya, Rajat Subhra Hazra, Parthanil Roy
Ann. Inst. H. Poincaré Probab. Statist. 53(2): 802-818 (May 2017). DOI: 10.1214/15-AIHP737

Abstract

We consider the limiting behaviour of the point processes associated with a branching random walk with supercritical branching mechanism and balanced regularly varying step size. Assuming that the underlying branching process satisfies Kesten–Stigum condition, it is shown that the point process sequence of properly scaled displacements coming from the $n$th generation converges weakly to a Cox cluster process. In particular, we establish that a conjecture of (J. Stat. Phys. 143 (3) (2011) 420–446) remains valid in this setup, investigate various other issues mentioned in their paper and recover the main result of (Z. Wahrsch. Verw. Gebiete 62 (2) (1983) 165–170) in our framework.

Nous étudions le comportement limite de processus ponctuels associés à la marche aléatoire branchante avec branchement surcritique et une loi de déplacement à variation régulière. Si le processus de branchement sous-jacent satisfait une condition de Kesten–Stigum, nous montrons que le processus ponctuel de la suite des déplacements changés d’échelle provenant de la $n$-ième génération converge faiblement vers un processus de Cox. En particulier, nous prouvons qu’une conjecture de (J. Stat. Phys. 143 (3) (2011) 420–446) reste valable dans ce contexte, nous étudions plusieurs questions soulevées dans leur article et retrouvons le résultat principal de (Z. Wahrsch. Verw. Gebiete 62 (2) (1983) 165–170) dans notre cadre.

Citation

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Ayan Bhattacharya. Rajat Subhra Hazra. Parthanil Roy. "Point process convergence for branching random walks with regularly varying steps." Ann. Inst. H. Poincaré Probab. Statist. 53 (2) 802 - 818, May 2017. https://doi.org/10.1214/15-AIHP737

Information

Received: 11 March 2015; Revised: 14 December 2015; Accepted: 21 December 2015; Published: May 2017
First available in Project Euclid: 11 April 2017

zbMATH: 06729833
MathSciNet: MR3634275
Digital Object Identifier: 10.1214/15-AIHP737

Subjects:
Primary: 60G55 , 60J70
Secondary: 60J80

Keywords: Branching random walk , Cox process , Extreme value theory , Galton–Watson process , Maxima , point process

Rights: Copyright © 2017 Institut Henri Poincaré

Vol.53 • No. 2 • May 2017
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