Extreme values of critical and subcritical branching stable processes with positive jumps

2021/09/10 by Christophe Profeta, Profeta, Christophe · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics

paper · doi:10.48550/arxiv.2109.04769

openalex publication_date 2021/09/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable Lévy processes with positive jumps. Assuming the branching mechanism is critical or subcritical, we compute the asymptotics of the maximum location ever reached by a particle of the process.

Cited by

• On the maximal displacement of subcritical branching random walks with or without killing

Related

• Tail probability of maximal displacement in critical and subcritical branching stable processes
• Continuous-state branching processes, extremal processes and super-individuals
• Maximal Displacement of Critical Branching Symmetric Stable Processes
• The maximal jump and local convergence of continuous-state branching processes
• Height process for super-critical continuous state branching process