A note on the critical barrier for the survival of $\alpha-$stable branching random walk with absorption
Jingning Liu, Mei Zhang

TL;DR
This paper investigates the survival threshold of an $ ext{alpha}$-stable branching random walk with absorption, identifying a critical barrier level that determines whether the process persists or dies out, extending known results for the case when $ ext{alpha}=2$.
Contribution
It establishes the existence of a critical barrier for survival in $ ext{alpha}$-stable branching random walks, generalizing prior results from the Gaussian case to stable laws with $1< ext{alpha}<2$.
Findings
Existence of a critical barrier $a_ ext{alpha}$ for survival.
Survival occurs if the barrier exceeds $a_ ext{alpha}$.
Process dies out if the barrier is below $a_ ext{alpha}$.
Abstract
We consider a branching random walk with an absorbing barrier, where the step of the associated one-dimensional random walk is in the domain of attraction of an -stable law with . We shall prove that there is a barrier and a critical value such that if , then the process dies; if , then the process survives. The results generalize previous results in literature for the case .
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Taxonomy
TopicsStochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods · Stochastic processes and financial applications
