Maximal displacement of spectrally negative branching Lévy processes

DOI10.3150/23-bej1620arXiv2207.12192OpenAlexW4298034571MaRDI QIDQ6120823

Christophe Profeta

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.12192

zbMATH Keywords

extreme valuesbranching processspectrally negative Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Maximal displacement of critical branching symmetric stable processes
• A note on branching Lévy processes
• Biggins' martingale convergence for branching Lévy processes
• A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process
• On the maximal displacement of critical branching random walk
• Fluctuations of Lévy processes with applications. Introductory lectures
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
• The Theory of Scale Functions for Spectrally Negative Lévy Processes
• Maximal displacement of branching brownian motion
• Maximum geographic range of a mutant allele considered as a subtype of a Brownian branching random field
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