Large deviations for the maximum of a branching random walk with stretched exponential tails

Piotr Dyszewski, Nina Gantert, Thomas Höfelsauer

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Abstract

We prove large deviation results for the position of the rightmost particle, denoted by Mn, in a one-dimensional branching random walk in a case when Cramér’s condition is not satisfied. More precisely we consider step size distributions with stretched exponential upper and lower tails, i.e. both tails decay as e−Θ(|t|r) for some r ∈ (0, 1). It is known that in this case, Mn grows as n1/r and in particular faster than linearly in n. Our main result is a large deviation principle for the laws of n−1/rMn . In the proof we use a comparison with the maximum of (a random number of) independent random walks, denoted byMn, and we show a large deviation principle for the laws of n−1/rMn as well.

Original languageEnglish
Article number72
Pages (from-to)1-13
Number of pages13
JournalElectronic Communications in Probability
Volume25
DOIs
StatePublished - 2020

Keywords

  • Branching random walk
  • Large deviations
  • Stretched exponential random variables

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