Records and increases of multivariate extremes of~random particle scores in supercritical branching processes with max-linear heredity
Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 2, pp. 384-395
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The paper continues the author's long-term studies on extremes of random
particle scores in branching processes. It is assumed that multiplication of
particles is described by an immortal supercritical discrete-time branching
process, the particle scores are dependent due to general heredity, and this
dependence is a function of the degree of their relationship. The case of
heavy-tail distributions of scores is considered. The max-linear model for
scores formation is used. We evaluate the limit probabilities of the
current generation superiority to the previous generation or all previous generations, in terms of maxima of particle scores.
Keywords:
branching processes, multivariate extremes, heavy tails, records.
@article{TVP_2022_67_2_a9,
author = {A. V. Lebedev},
title = {Records and increases of multivariate extremes of~random particle scores in supercritical branching processes with max-linear heredity},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {384--395},
publisher = {mathdoc},
volume = {67},
number = {2},
year = {2022},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2022_67_2_a9/}
}
TY - JOUR AU - A. V. Lebedev TI - Records and increases of multivariate extremes of~random particle scores in supercritical branching processes with max-linear heredity JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2022 SP - 384 EP - 395 VL - 67 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2022_67_2_a9/ LA - ru ID - TVP_2022_67_2_a9 ER -
%0 Journal Article %A A. V. Lebedev %T Records and increases of multivariate extremes of~random particle scores in supercritical branching processes with max-linear heredity %J Teoriâ veroâtnostej i ee primeneniâ %D 2022 %P 384-395 %V 67 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2022_67_2_a9/ %G ru %F TVP_2022_67_2_a9
A. V. Lebedev. Records and increases of multivariate extremes of~random particle scores in supercritical branching processes with max-linear heredity. Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 2, pp. 384-395. http://geodesic.mathdoc.fr/item/TVP_2022_67_2_a9/