Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance
Matematičeskie zametki, Tome 105 (2019) no. 3, pp. 395-405

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
Keywords: branching process, multivariate extremum, heavy tail, upper tail dependence coefficient.
@article{MZM_2019_105_3_a6,
     author = {A. V. Lebedev},
     title = {Multivariate {Extremes} of {Random} {Scores} of {Particles} in {Branching} {Processes} with {Max-Linear} {Inheritance}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {395--405},
     publisher = {mathdoc},
     volume = {105},
     number = {3},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2019_105_3_a6/}
}
TY  - JOUR
AU  - A. V. Lebedev
TI  - Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance
JO  - Matematičeskie zametki
PY  - 2019
SP  - 395
EP  - 405
VL  - 105
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZM_2019_105_3_a6/
LA  - ru
ID  - MZM_2019_105_3_a6
ER  - 
%0 Journal Article
%A A. V. Lebedev
%T Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance
%J Matematičeskie zametki
%D 2019
%P 395-405
%V 105
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MZM_2019_105_3_a6/
%G ru
%F MZM_2019_105_3_a6
A. V. Lebedev. Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Inheritance. Matematičeskie zametki, Tome 105 (2019) no. 3, pp. 395-405. http://geodesic.mathdoc.fr/item/MZM_2019_105_3_a6/