Extremal Process of Last Progeny Modified Branching Random Walks
arXiv:2405.11609 · doi:10.30757/ALEA.v23-02
Abstract
We consider a last progeny modified branching random walk, in which the position of each particle at the last generation is modified by an i.i.d. copy of a random variable . Depending on the asymptotic properties of the tail of , we describe the asymptotic behaviour of the extremal process of this model as .
18 pages
References in corpus (8)
- Convergence in law of the minimum of a branching random walk
- Minima in branching random walks
- Tightness for a family of recursion equations
- The Seneta--Heyde scaling for the branching random walk
- Freezing and decorated Poisson point processes
- Right-Most Position of a Last Progeny Modified Branching Random Walk
- On the branching convolution equation
- Branching random walks with regularly varying perturbations