The limiting process of $N$-particle branching random walk with polynomial tails
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | The limiting process of $N$-particle branching random walk with polynomial tails |
2. | Creator | Author's name, affiliation, country | Jean Bérard; Université de Strasbourg; France |
2. | Creator | Author's name, affiliation, country | Pascal Maillard; The Weizmann Institute of Science; Israel |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | branching random walk ; heavy-tailed distribution ; selection |
3. | Subject | Subject classification | 60K35 ; 60J80 |
4. | Description | Abstract | We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the positive reals and 3) only the $N$ right most particles are retained, the others being removed from the system. This system has been introduced in the physics literature as an example of a microscopic stochastic model describing the propagation of a front. Its behavior for large $N$ is now well understood - both from a physical and mathematical viewpoint - in the case where the displacement distribution admits exponential moments. Here, we consider the case of displacements with regularly varying tails, where the relevant space and time scales are markedly different. We characterize the behavior of the system for two distinct asymptotic regimes. First, we prove convergence in law of the rescaled positions of the particles on a time scale of order $\log N$ and give a construction of the limit based on the records of a space time Poisson point process. Second, we determine the appropriate scaling when we let first the time horizon, then $N$ go to infinity. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2014-02-18 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/3111 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v19-3111 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
|