On Monday (25/02/2019), we have another interesting talk in our Probability and Statistics seminar series at TU Delft.
All of you are very welcome.

Ayan Bhattacharya (CWI Amsterdam)
When: Monday, February 25th
Where: EWI-Lecture hall F

Large deviation for extremes of branching random walk with regularly varying tails.

We consider discrete time branching random walk on real line where the displacements have regularly varying tail. Using the one large jump asymptotics, we derive  large deviation for the extremal processes associated to the suitably scaled positions of particles in the nth generation where the genealogical tree satisfies Kesten-Stigum condition. The large deviation limiting measure in this case is identified in terms of the cluster Poisson point process obtained in the underlying weak limit of the point processes. As a consequence of this, we derive large deviation for the rightmost particle in the nth generation giving the heavy-tailed analogue of recent work by Gantert and Höfelsauer (2018).

More details on the seminar’s website:
https://www.tudelft.nl/en/eemcs/the-faculty/departments/applied-mathematics/applied- probability/events/seminars/