Probability Theory and Related Fields

, Volume 167, Issue 3–4, pp 1137–1164 | Cite as

On the maximal displacement of subcritical branching random walks

Article

Abstract

We study the maximal displacement of a one dimensional subcritical branching random walk initiated by a single particle at the origin. For each \(n\in \mathbb {N},\) let \(M_{n}\) be the rightmost position reached by the branching random walk up to generation n. Under the assumption that the offspring distribution has a finite third moment and the jump distribution has mean zero and a finite probability generating function, we show that there exists \(\rho >1\) such that the function
$$\begin{aligned} g(c,n):=\rho ^{cn} P(M_{n}\ge cn), \quad \hbox {for each }c>0 \hbox { and } n\in \mathbb {N}, \end{aligned}$$
satisfies the following properties: there exist \(0<\underline{\delta }\le \overline{\delta } < {\infty }\) such that if \(c<\underline{\delta }\), then
$$\begin{aligned} 0<\liminf _{n\rightarrow \infty } g (c,n)\le \limsup _{n\rightarrow \infty } g (c,n) {\le 1}, \end{aligned}$$
while if \(c>\overline{\delta }\), then
$$\begin{aligned} \lim _{n\rightarrow \infty } g (c,n)=0. \end{aligned}$$
Moreover, if the jump distribution has a finite right range R, then \(\overline{\delta } < R\). If furthermore the jump distribution is “nearly right-continuous”, then there exists \(\kappa \in (0,1]\) such that \(\lim _{n\rightarrow \infty }g(c,n)=\kappa \) for all \(c<\underline{\delta }\). We also show that the tail distribution of \(M:=\sup _{n\ge 0}M_{n}\), namely, the rightmost position ever reached by the branching random walk, has a similar exponential decay (without the cutoff at \(\underline{\delta }\)). Finally, by duality, these results imply that the maximal displacement of supercritical branching random walks conditional on extinction has a similar tail behavior.

Mathematics Subject Classification

60J80 60G70 

Notes

Acknowledgments

We are very grateful to an anonymous referee for careful reading of the manuscript, and for a number of useful comments and suggestions that significantly improved this paper.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2016

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of RochesterRochesterUSA
  2. 2.Department of Information Systems, Business Statistics and Operations ManagementHong Kong University of Science and TechnologyKowloonHong Kong

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