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 language | English |
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Article number | 72 |
Pages (from-to) | 1-13 |
Number of pages | 13 |
Journal | Electronic Communications in Probability |
Volume | 25 |
DOIs | |
State | Published - 2020 |
Keywords
- Branching random walk
- Large deviations
- Stretched exponential random variables