Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance
A. V. Lebedev
Lomonosov Moscow State University
The paper continues the author's long-term study of the extrema of random scores of particles in branching processes. It is assumed that the particle scores are dependent via common heredity, the dependence being determined by the distance. The case in which the scores have distributions with heavy tails is considered. The max-linear score generation model is used. The asymptotic behavior of multivariate extremes of scores over generations is studied. Nondegenerate limit laws are obtained for the maxima under linear normalization, and examples are given for various types of branching processes.
branching process, multivariate extremum, heavy tail, upper tail dependence coefficient.
PDF file (548 kB)
First page: PDF file
A. V. Lebedev, “Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance”, Mat. Zametki, 105:3 (2019), 395–405
Citation in format AMSBIB
\paper Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance
\jour Mat. Zametki
Citing articles on Google Scholar:
Related articles on Google Scholar:
|Number of views:|