Abstract
As is well known, for a supercritical Galton-Watson process Z n whose offspring distribution has mean m {\textgreater} 1, the ratio W n := Z n /m n has almost surely a limit, say W. We study the tail behaviour of the distributions of W n and W in the case where Z 1 has a heavy-tailed distribution, that is, ????{e??Z}1=???{\textbackslash}mathbb\{E\}e{\textasciicircum}\{{\textbackslash}lambda \{{\textbackslash}rm Z\}\_1 \} = {\textbackslash}infty for every ?? {\textgreater} 0. We show how different types of distributions of Z 1 lead to different asymptotic behaviour of the tail of W n and W. We describe the most likely way in which large values of the process occur.
Original language | English |
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Pages (from-to) | 273-297 |
Number of pages | 25 |
Journal | Steklov Institute of Mathematics. Proceedings |
Volume | 282 |
Issue number | 1 |
DOIs | |
Publication status | Published - 22 Oct 2013 |
Keywords
- general