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Maximal Displacement of Critical Branching Symmetric Stable Processes (1307.3259v2)

Published 11 Jul 2013 in math.PR

Abstract: We consider a critical continuous-time branching process (a Yule process) in which the individuals independently execute symmetric $\alpha-$stable random motions on the real line starting at their birth points. Because the branching process is critical, it will eventually die out, and so there is a well-defined maximal location $M$ ever visited by an individual particle of the process. We prove that the distribution of $M$ satisfies the asymptotic relation $P{M\geq x }\sim (2/\alpha){1/2}x{-\alpha /2}$ as $x \rightarrow \infty$.

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