<p>In this paper, we study asymptotic behaviors of the tails of extinction time and maximal displacement of a critical branching killed Lévy process <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq1.gif" Format="GIF" Height="24" Rendition="HTML" Resolution="72" Type="Linedraw" Width="77" /> </InlineMediaObject> <EquationSource Format="TEX">\((Z_t^{(0,\infty )})_{t\ge 0}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">(</mo> <msubsup> <mi>Z</mi> <mi>t</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msubsup> <mo stretchy="false">)</mo> </mrow> <mrow> <mi>t</mi> <mo>≥</mo> <mn>0</mn> </mrow> </msub> </math></EquationSource> </InlineEquation> in <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="12" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {R} \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="double-struck">R</mi> </math></EquationSource> </InlineEquation>, in which all particles (and their descendants) are killed upon exiting <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq3.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="47" /> </InlineMediaObject> <EquationSource Format="TEX">\((0, \infty )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. Let <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq4.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="42" /> </InlineMediaObject> <EquationSource Format="TEX">\(\zeta ^{(0,\infty )}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>ζ</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq5.gif" Format="GIF" Height="24" Rendition="HTML" Resolution="72" Type="Linedraw" Width="50" /> </InlineMediaObject> <EquationSource Format="TEX">\(M_t^{(0,\infty )}\)</EquationSource> <EquationSource Format="MATHML"><math> <msubsup> <mi>M</mi> <mi>t</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msubsup> </math></EquationSource> </InlineEquation> be the extinction time and maximal position of all the particles alive at time <i>t</i> of this branching killed Lévy process and define <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq6.gif" Format="GIF" Height="25" Rendition="HTML" Resolution="72" Type="Linedraw" Width="172" /> </InlineMediaObject> <EquationSource Format="TEX">\(M^{(0,\infty )}: = \sup _{t\ge 0} M_t^{(0,\infty )}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>M</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>:</mo> <mo>=</mo> <msub> <mo movablelimits="true">sup</mo> <mrow> <mi>t</mi> <mo>≥</mo> <mn>0</mn> </mrow> </msub> <msubsup> <mi>M</mi> <mi>t</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msubsup> </mrow> </math></EquationSource> </InlineEquation>. Under the assumption that the offspring distribution belongs to the domain of attraction of an <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq7.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="14" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>α</mi> </math></EquationSource> </InlineEquation>-stable distribution, <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq8.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="67" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (1, 2]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>, and some moment conditions on the spatial motion, we give the decay rates of the survival probabilities <Equation ID="Equ1"> <MediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_Equ1.gif" Format="GIF" Height="25" Rendition="HTML" Resolution="72" Type="Linedraw" Width="234" /> </MediaObject> <EquationSource Format="TEX">\( \mathbb {P} _y(\zeta ^{(0,\infty )}&gt;t), \quad \mathbb {P} _{\sqrt{t}y}(\zeta ^{(0,\infty )}&gt;t) \)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <msub> <mi mathvariant="double-struck">P</mi> <mi>y</mi> </msub> <mrow> <mo stretchy="false">(</mo> <msup> <mi>ζ</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>&gt;</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>,</mo> <mspace width="1em" /> <msub> <mi mathvariant="double-struck">P</mi> <mrow> <msqrt> <mi>t</mi> </msqrt> <mi>y</mi> </mrow> </msub> <mrow> <mo stretchy="false">(</mo> <msup> <mi>ζ</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>&gt;</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </Equation>and the tail probabilities <Equation ID="Equ2"> <MediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_Equ2.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="258" /> </MediaObject> <EquationSource Format="TEX">\( \mathbb {P} _{y}(M^{(0,\infty )}\ge x), \quad \mathbb {P} _{xy}(M^{(0,\infty )}\ge x). \)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <msub> <mi mathvariant="double-struck">P</mi> <mi>y</mi> </msub> <mrow> <mo stretchy="false">(</mo> <msup> <mi>M</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>≥</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mo>,</mo> <mspace width="1em" /> <msub> <mi mathvariant="double-struck">P</mi> <mrow> <mi mathvariant="italic">xy</mi> </mrow> </msub> <mrow> <mo stretchy="false">(</mo> <msup> <mi>M</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>≥</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mo>.</mo> </mrow> </math></EquationSource> </Equation>We also study the scaling limits of <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq5.gif" Format="GIF" Height="24" Rendition="HTML" Resolution="72" Type="Linedraw" Width="50" /> </InlineMediaObject> <EquationSource Format="TEX">\(M_t^{(0,\infty )}\)</EquationSource> <EquationSource Format="MATHML"><math> <msubsup> <mi>M</mi> <mi>t</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msubsup> </math></EquationSource> </InlineEquation> and the point process <InlineEquation ID="IEq10"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq10.gif" Format="GIF" Height="24" Rendition="HTML" Resolution="72" Type="Linedraw" Width="45" /> </InlineMediaObject> <EquationSource Format="TEX">\(Z_t^{(0,\infty )}\)</EquationSource> <EquationSource Format="MATHML"><math> <msubsup> <mi>Z</mi> <mi>t</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msubsup> </math></EquationSource> </InlineEquation> under <InlineEquation ID="IEq11"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq11.gif" Format="GIF" Height="24" Rendition="HTML" Resolution="72" Type="Linedraw" Width="123" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {P} _{\sqrt{t}y}(\cdot |\zeta ^{(0,\infty )}&gt;t)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi mathvariant="double-struck">P</mi> <mrow> <msqrt> <mi>t</mi> </msqrt> <mi>y</mi> </mrow> </msub> <mrow> <mo stretchy="false">(</mo> <mo>·</mo> <mo stretchy="false">|</mo> <msup> <mi>ζ</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>&gt;</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq12"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq12.gif" Format="GIF" Height="22" Rendition="HTML" Resolution="72" Type="Linedraw" Width="109" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {P} _y(\cdot |\zeta ^{(0,\infty )}&gt;t)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi mathvariant="double-struck">P</mi> <mi>y</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mo>·</mo> <mo stretchy="false">|</mo> <msup> <mi>ζ</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>&gt;</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>. The scaling limits under <InlineEquation ID="IEq13"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="11118_2025_10223_Article_IEq11.gif" Format="GIF" Height="24" Rendition="HTML" Resolution="72" Type="Linedraw" Width="123" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {P} _{\sqrt{t}y}(\cdot |\zeta ^{(0,\infty )}&gt;t)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi mathvariant="double-struck">P</mi> <mrow> <msqrt> <mi>t</mi> </msqrt> <mi>y</mi> </mrow> </msub> <mrow> <mo stretchy="false">(</mo> <mo>·</mo> <mo stretchy="false">|</mo> <msup> <mi>ζ</mi> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo>&gt;</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> are represented in terms of super killed Brownian motion.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Tails of Extinction Time and Maximal Displacement for Critical Branching Killed Lévy Process

  • Haojie Hou,
  • Yan-Xia Ren,
  • Renming Song

摘要

In this paper, we study asymptotic behaviors of the tails of extinction time and maximal displacement of a critical branching killed Lévy process \((Z_t^{(0,\infty )})_{t\ge 0}\) ( Z t ( 0 , ) ) t 0 in \(\mathbb {R} \) R , in which all particles (and their descendants) are killed upon exiting \((0, \infty )\) ( 0 , ) . Let \(\zeta ^{(0,\infty )}\) ζ ( 0 , ) and \(M_t^{(0,\infty )}\) M t ( 0 , ) be the extinction time and maximal position of all the particles alive at time t of this branching killed Lévy process and define \(M^{(0,\infty )}: = \sup _{t\ge 0} M_t^{(0,\infty )}\) M ( 0 , ) : = sup t 0 M t ( 0 , ) . Under the assumption that the offspring distribution belongs to the domain of attraction of an \(\alpha \) α -stable distribution, \(\alpha \in (1, 2]\) α ( 1 , 2 ] , and some moment conditions on the spatial motion, we give the decay rates of the survival probabilities \( \mathbb {P} _y(\zeta ^{(0,\infty )}>t), \quad \mathbb {P} _{\sqrt{t}y}(\zeta ^{(0,\infty )}>t) \) P y ( ζ ( 0 , ) > t ) , P t y ( ζ ( 0 , ) > t ) and the tail probabilities \( \mathbb {P} _{y}(M^{(0,\infty )}\ge x), \quad \mathbb {P} _{xy}(M^{(0,\infty )}\ge x). \) P y ( M ( 0 , ) x ) , P xy ( M ( 0 , ) x ) . We also study the scaling limits of \(M_t^{(0,\infty )}\) M t ( 0 , ) and the point process \(Z_t^{(0,\infty )}\) Z t ( 0 , ) under \(\mathbb {P} _{\sqrt{t}y}(\cdot |\zeta ^{(0,\infty )}>t)\) P t y ( · | ζ ( 0 , ) > t ) and \(\mathbb {P} _y(\cdot |\zeta ^{(0,\infty )}>t)\) P y ( · | ζ ( 0 , ) > t ) . The scaling limits under \(\mathbb {P} _{\sqrt{t}y}(\cdot |\zeta ^{(0,\infty )}>t)\) P t y ( · | ζ ( 0 , ) > t ) are represented in terms of super killed Brownian motion.