Critical Galton-Watson processes: The maximum of total progenies within a large window

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Date
2006
Volume
1091
Issue
Journal
Series Titel
WIAS Preprints
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Publisher
Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
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Abstract

Consider a critical Galton-Watson process Z=Z_n: n=0,1,... of index 1+alpha, alpha in (0,1]. Let S_k(j) denote the sum of the Z_n with n in the window [k,...,k+j), and M_m(j) the maximum of the S_k with k moving in [0,m-j]. We describe the asymptotic behavior of the expectation EM_m(j) if the window width j=j_m satisfies that j/m converges in [0,1] as m tends to infinity. This will be achieved via establishing the asymptotic behavior of the tail probabilities of M_infinity(j).

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