2013Communication in Statistics- Theory and MethodsRequires access

Branching Random Walks with Heavy Tails

Е. B. Yarovaya

Open publisher page 23 citations

Abstract

We consider a continuous-time branching random walk on Z d , where the particles are born and die at a single lattice point (the source of branching). The underlying random walk is assumed to be symmetric. Moreover, corresponding transition rates of the random walk have heavy tails. As a result, the variance of the jumps is infinite, and a random walk may be transient even on low-dimensional lattices (d = 1, 2). Conditions of transience for a random walk on Z d and limit theorems for the numbers of particles both at an arbitrary point of the lattice and on the entire lattice are obtained.

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What this paper is about

We consider a continuous-time branching random walk on Z d , where the particles are born and die at a single lattice point (the source of branching). The underlying random walk is assumed to be symmetric. Moreover, corresponding transition rates of the random walk have heavy tails. As a result, the variance of the jumps is infinite, and a random walk may be transient even on low-dimensional lattices (d = 1, 2). Conditions of transience for a random walk on Z d and limit theorems for the numbers of particles both at an arbitrary point of the lattice and on the entire lattice are obtained.

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Available abstract

We consider a continuous-time branching random walk on Z d , where the particles are born and die at a single lattice point (the source of branching). The underlying random walk is assumed to be symmetric. Moreover, corresponding transition rates of the random walk have heavy tails. As a result, the variance of the jumps is infinite, and a random walk may be transient even on low-dimensional lattices (d = 1, 2). Conditions of transience for a random walk on Z d and limit theorems for the numbers of particles both at an arbitrary point of the lattice and on the entire lattice are obtained.

Key concepts: Random walk, Heterogeneous random walk in one dimension, Branching random walk, Statistical physics, Mathematics, Lattice (music), Combinatorics, Physics

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