Please wait a minute...
Frontiers of Mathematics in China

ISSN 1673-3452

ISSN 1673-3576(Online)

CN 11-5739/O1

Postal Subscription Code 80-964

2018 Impact Factor: 0.565

Front. Math. China    2021, Vol. 16 Issue (2) : 459-478    https://doi.org/10.1007/s11464-021-0811-7
RESEARCH ARTICLE
Extremum of a time-inhomogeneous branching random walk
Wanting HOU1(), Xiaoyue ZHANG2, Wenming HONG3
1. Department of Mathematics, Northeastern University, Shenyang 110004, China
2. School of Statistics, Capital University of Economics and Business, Beijing 100070, China
3. School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 100875, China
 Download: PDF(327 KB)  
 Export: BibTeX | EndNote | Reference Manager | ProCite | RefWorks
Abstract

Consider a time-inhomogeneous branching random walk, generated by the point process Ln which composed by two independent parts: ‘branching’offspring Xn with the mean 1+B(1+n)β for β(0,1) and ‘displacement’ ξn with a drift A(1+n)2α for α(0,1/2), where the ‘branching’ process is supercritical for B>0 but ‘asymptotically critical’ and the drift of the ‘displacement’ ξn is strictly positive or negative for |A|0 but ‘asymptotically’ goes to zero as time goes to infinity. We find that the limit behavior of the minimal (or maximal) position of the branching random walk is sensitive to the ‘asymptotical’ parameter β and α.

Keywords Branching random walk      time-inhomogeneous      branching process      random walk     
Corresponding Author(s): Wanting HOU   
Issue Date: 01 June 2021
 Cite this article:   
Wanting HOU,Xiaoyue ZHANG,Wenming HONG. Extremum of a time-inhomogeneous branching random walk[J]. Front. Math. China, 2021, 16(2): 459-478.
 URL:  
https://academic.hep.com.cn/fmc/EN/10.1007/s11464-021-0811-7
https://academic.hep.com.cn/fmc/EN/Y2021/V16/I2/459
1 L Addario-Berry, B Reed. Minima in branching random walks. Ann Probab, 2009, 37: 1044–1079
https://doi.org/10.1214/08-AOP428
2 E Aïdékon. Convergence in law of the minimum of a branching random walk. Ann Probab, 2013, 41: 1362–1426
https://doi.org/10.1214/12-AOP750
3 J D Biggins. The first- and last-birth problems for a multitype age-dependent branching process. Adv Appl Probab, 1976, 8(3): 446–459
https://doi.org/10.2307/1426138
4 J D Biggins. Chernoff's Theorem in the branching random walk. J Appl Probab, 1977, 14: 630–636
https://doi.org/10.1017/S0021900200025900
5 M D Bramson. Minimal displacement of branching random walk. Probab Theory Related Fields, 1978, 45: 89–108
https://doi.org/10.1007/BF00715186
6 E Csáki, A Földes, P Révész. Transient nearest neighbor random walk on the line. J Theoret Probab, 2009, 22: 100–122
https://doi.org/10.1007/s10959-007-0137-3
7 E Csáki, A Földes, P Révész. Transient nearest neighbor random walk and Bessel process. J Theoret Probab, 2009, 22: 992–1009
https://doi.org/10.1007/s10959-008-0165-7
8 E Csáki, A Földes, P Révész. On the number of cutpoints of the transient nearest neighbor random walk on the line. J Theoret Probab, 2010, 23: 624–638
https://doi.org/10.1007/s10959-008-0204-4
9 A Dembo, O Zeitouni. Large Deviations Techniques and Applications.Berlin: Springer, 1998
https://doi.org/10.1007/978-1-4612-5320-4
10 J C D’Souza, J D Biggins. The supercritical Galton-Watson process in varying environments. Stochastic Process Appl, 1992, 42: 39–47
https://doi.org/10.1016/0304-4149(92)90025-L
11 M Fang, O Zeitouni. Branching random walks in time-inhomogeneous environments. Electron J Probab, 2012, 17(67): 18
https://doi.org/10.1214/EJP.v17-2253
12 T Fujimagari. On the extinction time distribution of a branching process in varying environments. Adv Appl Probab, 1980, 12: 350–366
https://doi.org/10.1017/S0001867800050217
13 J M Hammersley. Postulates for subadditive processes. Ann Probab, 1974, 2: 652–680
https://doi.org/10.1214/aop/1176996611
14 W M Hong, H Yang. Cutoff phenomenon for nearest Lampertis random walk. Methodol Comput Appl Probab, 2019, 21(4): 1215–1228
https://doi.org/10.1007/s11009-018-9666-8
15 Y Hu, Z Shi. Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. Ann Probab, 2009, 2: 742–789
https://doi.org/10.1214/08-AOP419
16 J F C Kingman. The first birth problem for age-dependent branching process. Ann Probab, 1975, 3: 790–801
https://doi.org/10.1214/aop/1176996266
17 J Lamperti. Criteria for the recurrence or transience of stochastic processes. I. J Math Anal Appl, 1960, 1: 314–330
https://doi.org/10.1016/0022-247X(60)90005-6
18 J Lamperti. Criteria for stochastic processes. II. Passage-time moments. J Math Anal Appl, 1963, 7: 127–145
https://doi.org/10.1016/0022-247X(63)90083-0
19 R Lyons, R Pemantle, Y Peres. Conceptual proofs of Llog L criteria for mean behavior of branching processes. Ann Probab, 1995, 23: 1125–1138
https://doi.org/10.1214/aop/1176988176
20 B Mallein. Maximal displacement in a branching random walk through interfaces. Electron J Probab, 2015, 20: 1–40
https://doi.org/10.1214/EJP.v20-2828
21 B Mallein. Maximal displacement of a branching random walk in time-inhomogeneous environment. Stochastic Process Appl, 2015, 125: 3958–4019
https://doi.org/10.1016/j.spa.2015.05.011
22 B Mallein, P Milos. Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment. Stochastic Process Appl, 2019, 129: 3239C–3260
https://doi.org/10.1016/j.spa.2018.09.008
23 C Mcdiarmid. Minimal positions in a branching random walk. Ann Appl Probab, 1995, 5: 128–139
https://doi.org/10.1214/aoap/1177004832
24 Z Shi. Random walks and trees. ESAIM Proc, 2011, 31: 1{39
https://doi.org/10.1051/proc/2011002
25 X Zhang, W Hou, W Hong. Limit theorems for the minimal position of a branching random walk in random environment. Markov Processes Related Fields, 2020, 26: 839–860
[1] Xin WANG, Xingang LIANG, Chunmao HUANG. Convergence of complex martingale for a branching random walk in an independent and identically distributed environment[J]. Front. Math. China, 2021, 16(1): 187-209.
[2] Xiequan FAN, Haijuan HU, Quansheng LIU. Uniform Cramér moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment[J]. Front. Math. China, 2020, 15(5): 891-914.
[3] Jingning LIU, Mei ZHANG. Critical survival barrier for branching random walk[J]. Front. Math. China, 2019, 14(6): 1259-1280.
[4] Wenming HONG, Hui YANG. Scaling limit theorem for transient random walk in random environment[J]. Front. Math. China, 2018, 13(5): 1033-1044.
[5] Qi SUN, Mei ZHANG. Harmonic moments and large deviations for supercritical branching processes with immigration[J]. Front. Math. China, 2017, 12(5): 1201-1220.
[6] Wenming HONG,Hui YANG,Ke ZHOU. Scaling limit of local time of Sinai’s random walk[J]. Front. Math. China, 2015, 10(6): 1313-1324.
[7] Anyue CHEN,Xiliu LI,HoMing KU. A new approach in analyzing extinction probability of Markov branching process with immigration and migration[J]. Front. Math. China, 2015, 10(4): 733-751.
[8] Fuqing GAO. Laws of iterated logarithm for transient random walks in random environments[J]. Front. Math. China, 2015, 10(4): 857-874.
[9] Hui HE,Zenghu LI,Xiaowen ZHOU. Branching particle systems in spectrally one-sided Lévy processes[J]. Front. Math. China, 2015, 10(4): 875-900.
[10] Guangjun SHEN,Xiuwei YIN,Dongjin ZHU. Weak convergence to Rosenblatt sheet[J]. Front. Math. China, 2015, 10(4): 985-1004.
[11] Chunmao HUANG,Xingang LIANG,Quansheng LIU. Branching random walks with random environments in time[J]. Front. Math. China, 2014, 9(4): 835-842.
[12] Wenming HONG,Meijuan ZHANG,Yiqiang Q. ZHAO. Light-tailed behavior of stationary distribution for state-dependent random walks on a strip[J]. Front. Math. China, 2014, 9(4): 813-834.
[13] Yingqiu LI,Quansheng LIU,Zhiqiang GAO,Hesong WANG. Asymptotic properties of supercritical branching processes in random environments[J]. Front. Math. China, 2014, 9(4): 737-751.
[14] Changjun YU,Yuebao WANG. Tail behavior of supremum of a random walk when Cramér’s condition fails[J]. Front. Math. China, 2014, 9(2): 431-453.
[15] BI Hongwei. Time to most recent common ancestor for stationary continuous state branching processes with immigration[J]. Front. Math. China, 2014, 9(2): 239-260.
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed