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Mathematical Notes

, Volume 105, Issue 3–4, pp 376–384 | Cite as

Multivariate Extremes of Random Scores of Particles in Branching Processes with Max-Linear Heredity

  • A. V. LebedevEmail author
Article
  • 14 Downloads

Abstract

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 

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© Pleiades Publishing, Ltd. 2019

Authors and Affiliations

  1. 1.Lomonosov Moscow State UniversityMoscowRussia

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