Heavy Tails, Long-Range Dependence, and Beyond / Queues lourdes, dépendance de long terme et  au-delà

Collection Heavy Tails, Long-Range Dependence, and Beyond / Queues lourdes, dépendance de long terme et  au-delà

Organizer(s) Biermé, Hermine ; Kulik, Rafal ; Mikosch, Thomas ; Wang, Yizao ; Wintenberger, Olivier
Date(s) 04/07/2022 - 08/07/2022
linked URL https://conferences.cirm-math.fr/2633.html
00:00:00 / 00:00:00
4 4

In this talk we discuss the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has in nite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the regularly varying case, it is shown that the point process sequence of normalized extremes converges to a Poisson random measure. In the lighter-tailed case, we study the asymptotics of the scaled position of the rightmost particle in the n-th generation and show the existence of a non-trivial constant. This is a joint work with Souvik Ray (Stanford), Parthanil Roy (ISI, Bangalore) and Philippe Soulier (Universite Paris Nanterre).

Information about the video

Citation data

  • DOI 10.24350/CIRM.V.19937503
  • Cite this video Hazra, Rajat Subhra (07/07/2022). Branching random walk with innite progeny mean. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19937503
  • URL https://dx.doi.org/10.24350/CIRM.V.19937503

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Bibliography

  • RAY, Souvik, HAZRA, Rajat Subhra, ROY, Parthanil, et al. Branching random walk with infinite progeny mean: a tale of two tails. arXiv preprint arXiv:1909.08948, 2019. - https://doi.org/10.48550/arXiv.1909.08948

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