Critical Galton-Watson processes: The maximum of total progenies within a large window
Klaus Fleischmann, Vladimir A. Vatutin, Vitali Wachtel

TL;DR
This paper investigates the asymptotic behavior of the maximum total progenies within a large window in critical Galton-Watson processes, providing new insights into their tail probabilities and expectations.
Contribution
It characterizes the asymptotic behavior of the maximum sum of progenies over a moving window in critical Galton-Watson processes, extending understanding of their tail distributions.
Findings
Asymptotic behavior of EM_m(j) for large m and j/m converging in [0,1]
Tail probability estimates for M_infinity(j)
Behavior of maximum progeny sums in critical branching processes
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 is such 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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Taxonomy
TopicsStochastic processes and statistical mechanics · Theoretical and Computational Physics · Stochastic processes and financial applications
