RESEARCH ARTICLE

Extremum of a time-inhomogeneous branching random walk

  • Wanting HOU , 1 ,
  • Xiaoyue ZHANG 2 ,
  • Wenming HONG 3
Expand
  • 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

Received date: 19 Jul 2020

Accepted date: 26 Apr 2021

Published date: 15 Apr 2021

Copyright

2021 Higher Education Press

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.

Cite this article

Wanting HOU , Xiaoyue ZHANG , Wenming HONG . Extremum of a time-inhomogeneous branching random walk[J]. Frontiers of Mathematics in China, 2021 , 16(2) : 459 -478 . DOI: 10.1007/s11464-021-0811-7

1
Addario-Berry L, Reed B. Minima in branching random walks. Ann Probab, 2009, 37: 1044–1079

DOI

2
Aïdékon E. Convergence in law of the minimum of a branching random walk. Ann Probab, 2013, 41: 1362–1426

DOI

3
Biggins J D. The first- and last-birth problems for a multitype age-dependent branching process. Adv Appl Probab, 1976, 8(3): 446–459

DOI

4
Biggins J D. Chernoff's Theorem in the branching random walk. J Appl Probab, 1977, 14: 630–636

DOI

5
Bramson M D. Minimal displacement of branching random walk. Probab Theory Related Fields, 1978, 45: 89–108

DOI

6
Csáki E, Földes A, Révész P. Transient nearest neighbor random walk on the line. J Theoret Probab, 2009, 22: 100–122

DOI

7
Csáki E, Földes A, Révész P. Transient nearest neighbor random walk and Bessel process. J Theoret Probab, 2009, 22: 992–1009

DOI

8
Csáki E, Földes A, Révész P. On the number of cutpoints of the transient nearest neighbor random walk on the line. J Theoret Probab, 2010, 23: 624–638

DOI

9
Dembo A, Zeitouni O. Large Deviations Techniques and Applications.Berlin: Springer, 1998

DOI

10
D’Souza J C, Biggins J D. The supercritical Galton-Watson process in varying environments. Stochastic Process Appl, 1992, 42: 39–47

DOI

11
Fang M, Zeitouni O. Branching random walks in time-inhomogeneous environments. Electron J Probab, 2012, 17(67): 18

DOI

12
Fujimagari T. On the extinction time distribution of a branching process in varying environments. Adv Appl Probab, 1980, 12: 350–366

DOI

13
Hammersley J M. Postulates for subadditive processes. Ann Probab, 1974, 2: 652–680

DOI

14
Hong W M, Yang H. Cutoff phenomenon for nearest Lampertis random walk. Methodol Comput Appl Probab, 2019, 21(4): 1215–1228

DOI

15
Hu Y, Shi Z. Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. Ann Probab, 2009, 2: 742–789

DOI

16
Kingman J F C. The first birth problem for age-dependent branching process. Ann Probab, 1975, 3: 790–801

DOI

17
Lamperti J. Criteria for the recurrence or transience of stochastic processes. I. J Math Anal Appl, 1960, 1: 314–330

DOI

18
Lamperti J. Criteria for stochastic processes. II. Passage-time moments. J Math Anal Appl, 1963, 7: 127–145

DOI

19
Lyons R, Pemantle R, Peres Y. Conceptual proofs of Llog L criteria for mean behavior of branching processes. Ann Probab, 1995, 23: 1125–1138

DOI

20
Mallein B. Maximal displacement in a branching random walk through interfaces. Electron J Probab, 2015, 20: 1–40

DOI

21
Mallein B. Maximal displacement of a branching random walk in time-inhomogeneous environment. Stochastic Process Appl, 2015, 125: 3958–4019

DOI

22
Mallein B, Milos P. Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment. Stochastic Process Appl, 2019, 129: 3239C–3260

DOI

23
Mcdiarmid C. Minimal positions in a branching random walk. Ann Appl Probab, 1995, 5: 128–139

DOI

24
Shi Z. Random walks and trees. ESAIM Proc, 2011, 31: 1{39

DOI

25
Zhang X, Hou W, Hong W. Limit theorems for the minimal position of a branching random walk in random environment. Markov Processes Related Fields, 2020, 26: 839–860

Outlines

/