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arxiv: 1505.04949 · v3 · pith:O6BXH5PWnew · submitted 2015-05-19 · 🧮 math.PR

The maximum of a tree-indexed random walk in the big jump domain

classification 🧮 math.PR
keywords randomwalkcriteriondomainjumptree-indexedtreesapplied
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We consider random walks indexed by arbitrary finite random or deterministic trees. We derive a simple sufficient criterion which ensures that the maximal displacement of the tree-indexed random walk is determined by a single large jump. This criterion is given in terms of four quantities : the tail and the expectation of the random walk steps, the height of the tree and the number of its vertices. The results are applied to critical Galton--Watson trees with offspring distributions in the domain of attraction of a stable law.

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