Extremal Process of Last Progeny Modified Branching Random Walks
Abstract
We consider a last progeny modified branching random walk, in which the position of each particle at the last generation n is modified by an i.i.d.copy of a random variable Y .Depending on the asymptotic properties of the tail of Y , we describe the asymptotic behaviour of the extremal process of this model as n → ∞.
Fields of Study & Subjects
Stochastic processes and statistical mechanics
Probability and Risk Models
Markov Chains and Monte Carlo Methods
Publication details
- Journal / source
- Latin American Journal of Probability and Mathematical Statistics
- Volume
- 23
- Issue
- 1
- Pages
- 25–25
- Publication date
- 1 January 2026
- Language
- EN