Limit theorems for the minimal position in a branching random walk with independent logconcave displacements

Authors
Citation
M. Bachmann, Limit theorems for the minimal position in a branching random walk with independent logconcave displacements, ADV APPL P, 32(1), 2000, pp. 159-176
Citations number
27
Categorie Soggetti
Mathematics
Journal title
ADVANCES IN APPLIED PROBABILITY
ISSN journal
00018678 → ACNP
Volume
32
Issue
1
Year of publication
2000
Pages
159 - 176
Database
ISI
SICI code
0001-8678(200003)32:1<159:LTFTMP>2.0.ZU;2-I
Abstract
Consider a branching random walk in which each particle has a random number (one or more) of offspring particles that are displaced independently of e ach other according to a logconcave density. Under mild additional assumpti ons, we obtain the following results: the minimal position in the nth gener ation, adjusted by its alpha-quantile, converges weakly to a non-degenerate limiting distribution. There also exists a 'conditional limit' of the adju sted minimal position, which has a (Gumbel) extreme value distribution dela yed by a random time-lag. Consequently, the unconditional limiting distribu tion is a mixture of extreme value distributions.