Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Denisov, Denis · Korshunov, Dmitry · Wachtel, Vitali
Original · EN
As well known, for a supercritical Galton-Watson process Zₙ whose offspring distribution has mean m>1, the ratio Wₙ:=Zₙ/mⁿ has a.s. limit, say W. We study tail behaviour of the distributions of Wₙ and W in the case where Z₁ has heavy-tailed distribution, that is, eλᶻ¹=∞ for every λ>0. We show how different types of distributions of Z₁ lead to different asymptotic behaviour of the tail of Wₙ and W. We describe the most likely way how large values of the process occur.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.