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JOURNALS // Matematicheskie Zametki // Archive

Mat. Zametki, 2019 Volume 105, Issue 3, Pages 395–405 (Mi mzm11670)

This article is cited in 6 papers

Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance

A. V. Lebedev

Lomonosov Moscow State University

Abstract: The paper continues the author's long-term study of the extrema of random scores of particles in branching processes. It is assumed that the particle scores are dependent via common heredity, the dependence being determined by the distance. The case in which the scores have distributions with heavy tails is considered. The max-linear score generation model is used. The asymptotic behavior of multivariate extremes of scores over generations is studied. Nondegenerate limit laws are obtained for the maxima under linear normalization, and examples are given for various types of branching processes.

Keywords: branching process, multivariate extremum, heavy tail, upper tail dependence coefficient.

UDC: 519.21

Received: 10.05.2017
Revised: 03.04.2018

DOI: 10.4213/mzm11670


 English version:
Mathematical Notes, 2019, 105:3, 376–384

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© Steklov Math. Inst. of RAS, 2024