Large deviations for the maximum of a branching random walk with stretched exponential tails

preprint2020arXivOpen access

Abstract

We prove large deviation results for the position of the rightmost particle, denoted by MnM_n, in a one-dimensional branching random walk in a case when Cramér's condition is not satisfied. More precisely we consider step size distributions with stretched exponential upper and lower tails, i.e.~both tails decay as e−∣t∣re^{-|t|^r} for some r∈(0,1)r\in( 0,1). It is known that in this case, MnM_n grows as n1/rn^{1/r} and in particular faster than linearly in nn. Our main result is a large deviation principle for the laws of n−1/rMnn^{-1/r}M_n . In the proof we use a comparison with the maximum of (a random number of) independent random walks, denoted by M~n\tilde M_n, and we show a large deviation principle for the laws of n−1/rM~nn^{-1/r}\tilde M_n as well.

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