Search arXiv⌕ Search

arXiv · 2609.32480

A Sharp Phase Transition for Killed Branching Random Walks with Heavy-Tailed Displacements

Abstract

We study the survival of a branching random walk in a supercritical Galton-Watson tree subject to a deterministic, superlinear killing barrier with heavy-tailed displacements. For a fixed $m>0$, we consider a family of such barriers and kill particles whose ancestral paths fall below the barrier. Under some standing assumptions, we establish a sharp phase transition at $m=4$: the process becomes extinct almost surely for $m<4$, while survives with positive probability for $m>4$. Notably, a natural first-moment heuristic suggests the threshold $m=2$; the true critical value $4$ arises from a deterministic constraint along infinite surviving rays. At the critical value $m=4$, we provide examples showing that the same standing assumptions do not determine the survival behavior. The proofs are based on analysis of infinite surviving rays and embedded trees.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Ramkrishna Jyoti Samanta. 2026-09-26. A Sharp Phase Transition for Killed Branching Random Walks with Heavy-Tailed Displacements. https://arxiv.org/abs/2609.32480

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Rough backward SDEs with discontinuous Young drivers

We study solutions to backward differential equations that are driven hybridly by a deterministic discontinuous rough path $W$ of finite $q$-variation for $q \in [1, 2)$ and by Brownian motion $B$. To distinguish between integration of jumps in a forward- or Marcus-sense, we refer to these equations as forward- respectively Marcus-type rough backward stochastic differential equations (RBSDEs). We establish global well-posedness by proving global apriori bounds for solutions and employing fixed-point arguments locally. Furthermore, we lift the RBSDE solution and the driving rough noise to the space of decorated paths endowed with a Skorokhod-type metric and show stability of solutions with respect to perturbations of the rough noise. Finally, we prove well-posedness for a new class of backward doubly stochastic differential equations (BDSDEs), which are jointly driven by a Brownian martingale $B$ and an independent discontinuous stochastic process $L$ of finite $q$-variation. We explain, how our RBSDEs can be understood as conditional solutions to such BDSDEs, conditioned on the information generated by the path of $L$.

math.PR↗

Convergence of the KMP model to the KPZ equation

We prove that the Kipnis-Marchioro-Presutti (KMP) process converges to the Kardar-Parisi-Zhang (KPZ) equation, as time $t$ goes to infinity, in a properly scaled observation window shifted by $t^{3/4}$. Our proof is based on identifying the KMP process with a stochastic flow of kernels describing transition probabilities in a certain model of random walk in space-time random environment. This allows to apply a recent result of arXiv:2401.06073 proving convergence of the density field of random walks in random environment to the KPZ equation in a suitably general sense.

math.PR↗

Permuton and local limits for the Luce model

We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities proportional to prescribed positive weights. These permutations arise in applications such as ranking models, the Tsetlin library, and related Markov processes. Under minimal assumptions on the weights, we establish a permuton limit theorem describing the global behavior of Luce-distributed permutations and derive an explicit density of the limiting permuton. We further compute limiting pattern densities and analyze the differences between exact Luce permutations and their permuton approximations. We also study the local convergence of these permutations, proving a quenched Benjamini--Schramm limit and a central limit theorem for consecutive pattern occurrences. Finally, we prove a central limit theorem for the number of inversions.

math.PR↗