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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2022 Volume 316, Pages 336–354 (Mi tm4237)

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

P. I. Tesemnivkovabc, S. G. Fossdab

a Novosibirsk State University, ul. Pirogova 1, Novosibirsk, 630090 Russia
b Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, pr. Akad. Koptyuga 4, Novosibirsk, 630090 Russia
c Mathematical Center in Akademgorodok, ul. Pirogova 1, Novosibirsk, 630090 Russia
d Heriot–Watt University, Edinburgh, Scotland, EH14 4AS, UK

Abstract: Foss and Zachary (2003) and Foss, Palmowski and Zachary (2005) studied the probability of achieving a receding boundary on a time interval of random length by a random walk with a heavy-tailed jump distribution. They have proposed and developed a new approach that allows one to generalise the results of Asmussen (1998) to the case of arbitrary stopping times and to a wide class of nonlinear boundaries, and to obtain uniform results over all stopping times. In this paper, we consider a class of branching random walks with fading branching and obtain results on the tail asymptotics for the maximum of a branching random walk on a time interval of random (possibly unlimited) length, as well as uniform results within a class of bounded random time intervals.

Keywords: subexponential and strong subexponential distributions, branching random walk, receding boundary, principle of a single big jump.

UDC: 519.21

MSC: Primary: 60G99; Secondary: 60K25, 60E99, 60K37

Received: April 26, 2021
Revised: July 8, 2021
Accepted: October 20, 2021

DOI: 10.4213/tm4237


 English version:
Proceedings of the Steklov Institute of Mathematics, 2022, 316, 318–335

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© Steklov Math. Inst. of RAS, 2025