Open Access
November 2018 Maxima of branching random walks with piecewise constant variance
Frédéric Ouimet
Braz. J. Probab. Stat. 32(4): 679-706 (November 2018). DOI: 10.1214/17-BJPS358

Abstract

This article extends the results of Fang and Zeitouni [Electron. J. Probab. 17 (2012a) 18] on branching random walks (BRWs) with Gaussian increments in time inhomogeneous environments. We treat the case where the variance of the increments changes a finite number of times at different scales in $[0,1]$ under a slight restriction. We find the asymptotics of the maximum up to an $O_{\mathbb{P}}(1)$ error and show how the profile of the variance influences the leading order and the logarithmic correction term. A more general result was independently obtained by Mallein [Electron. J. Probab. 20 (2015b) 40] when the law of the increments is not necessarily Gaussian. However, the proof we present here generalizes the approach of Fang and Zeitouni [Electron. J. Probab. 17 (2012a) 18] instead of using the spinal decomposition of the BRW. As such, the proof is easier to understand and more robust in the presence of an approximate branching structure.

Citation

Download Citation

Frédéric Ouimet. "Maxima of branching random walks with piecewise constant variance." Braz. J. Probab. Stat. 32 (4) 679 - 706, November 2018. https://doi.org/10.1214/17-BJPS358

Information

Received: 1 August 2016; Accepted: 1 February 2017; Published: November 2018
First available in Project Euclid: 17 August 2018

zbMATH: 06979596
MathSciNet: MR3845025
Digital Object Identifier: 10.1214/17-BJPS358

Keywords: branching random walks , Extreme value theory , time inhomogeneous environments

Rights: Copyright © 2018 Brazilian Statistical Association

Vol.32 • No. 4 • November 2018
Back to Top