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Branching random walks with regularly varying perturbations

Krzysztof Kowalski

TL;DR

This work analyzes a perturbed branching random walk where particle positions receive i.i.d. perturbations $X_v(\theta)=\frac{1}{\theta}\log\frac{Y_v}{E_v}$, linking the rightmost position $R^*_n(\theta)$ to the weighted sum $Y_n(\theta)$ via $\theta R^*_n(\theta) \stackrel{d}{=} \log Y_n(\theta) - \log E$. Under regularly varying tails for $\mu$ with index $\gamma\in(0,1)$, and finite-mean/variance-type moment conditions, the paper completes the picture for the regime $\theta>\theta_0$ (where $\theta_0$ is defined by $\nu(\theta_0)=\theta_0\nu'(\theta_0)$) and derives weak centered asymptotics alongside almost sure convergence results. The main contributions are (i) a.s. convergence of $R^*_n/n$ in the below and above boundary cases, (ii) three distinct weak limit theorems with centering of the form $\alpha n + c\log n$ and explicit limiting objects $H_\theta$, $H_{\theta_0}$, and $Z$ that depend on additive/derivative martingales and stable limits, and (iii) detailed representations for the limiting distributions, including stable components and log-Laplace structures. These results extend prior finite-mean, boundary-case analyses to the heavy-tailed setting and provide comprehensive asymptotics across all parameter regimes, with precise constants and distributional descriptions.

Abstract

We consider a modification of classical branching random walk, where we add i.i.d. perturbations to the positions of the particles in each generation. In this model, which was introduced and studied by Bandyopadhyay and Ghosh (2023), perturbations take form $\frac 1 θ\log\frac X E$, where $θ$ is a positive parameter, $X$ has arbitrary distribution $μ$ and $E$ is exponential with parameter 1, independent of $X$. Working under finite mean assumption for $μ$, they proved almost sure convergence of the rightmost position to a constant limit, and identified the weak centered asymptotics when $θ$ does not exceed certain critical parameter $θ_0$. This paper complements their work by providing weak centered asymptotics for the case when $θ> θ_0$ and extending the results to $μ$ with regularly varying tails. We prove almost sure convergence of the rightmost position and identify the appropriate centering for the weak convergence, which is of form $αn + c \log n$, with constants $α$, $c$ depending on the ratio of $θ$ and $θ_0$. We describe the limiting distribution and provide explicitly the constants appearing in the centering.

Branching random walks with regularly varying perturbations

TL;DR

This work analyzes a perturbed branching random walk where particle positions receive i.i.d. perturbations , linking the rightmost position to the weighted sum via . Under regularly varying tails for with index , and finite-mean/variance-type moment conditions, the paper completes the picture for the regime (where is defined by ) and derives weak centered asymptotics alongside almost sure convergence results. The main contributions are (i) a.s. convergence of in the below and above boundary cases, (ii) three distinct weak limit theorems with centering of the form and explicit limiting objects , , and that depend on additive/derivative martingales and stable limits, and (iii) detailed representations for the limiting distributions, including stable components and log-Laplace structures. These results extend prior finite-mean, boundary-case analyses to the heavy-tailed setting and provide comprehensive asymptotics across all parameter regimes, with precise constants and distributional descriptions.

Abstract

We consider a modification of classical branching random walk, where we add i.i.d. perturbations to the positions of the particles in each generation. In this model, which was introduced and studied by Bandyopadhyay and Ghosh (2023), perturbations take form , where is a positive parameter, has arbitrary distribution and is exponential with parameter 1, independent of . Working under finite mean assumption for , they proved almost sure convergence of the rightmost position to a constant limit, and identified the weak centered asymptotics when does not exceed certain critical parameter . This paper complements their work by providing weak centered asymptotics for the case when and extending the results to with regularly varying tails. We prove almost sure convergence of the rightmost position and identify the appropriate centering for the weak convergence, which is of form , with constants , depending on the ratio of and . We describe the limiting distribution and provide explicitly the constants appearing in the centering.
Paper Structure (4 sections, 7 theorems, 67 equations)

This paper contains 4 sections, 7 theorems, 67 equations.

Key Result

Theorem 2.1

Assume that condition $(\textbf{H})$ is satisfied and $\mathbb{E} \left[W_1(\gamma \theta) \log_+ W_1(\gamma \theta)\right] < \infty$ for $\theta < \frac{\theta_0}{\gamma}$. Then

Theorems & Definitions (12)

  • Theorem 2.1
  • Theorem 2.2
  • Theorem 2.3: Below the boundary case
  • Theorem 2.4: The boundary case
  • Theorem 2.5: Above the boundary case
  • Lemma 3.1
  • proof : Proof of Theorem \ref{['convergence in distribution below the boundary']}
  • proof : Proof of Theorem \ref{['convergence in distribution - boundary case']}(the boundary case)
  • proof : Proof of Theorem \ref{['convergence in distribution above the boundary']} (above the boundary case)
  • Lemma 4.1
  • ...and 2 more