Abstract
Abstract
We study the weak convergence of the extremes of supercritical branching Lévy processes
$\{\mathbb{X}_t, t \ge0\}$
whose spatial motions are Lévy processes with regularly varying tails. The result is drastically different from the case of branching Brownian motions. We prove that, when properly renormalized,
$\mathbb{X}_t$
converges weakly. As a consequence, we obtain a limit theorem for the order statistics of
$\mathbb{X}_t$
.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
1 articles.
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