The maximum of a tree-indexed random walk in the big jump domain

Abstract

We consider random walks indexed by arbitrary finite random or deterministic trees. We derive a simple sufficient criterion which ensures that the maximal displacement of the tree-indexed random walk is determined by a single large jump. This criterion is given in terms of four quantities: the tail and the expectation of the random walk steps, the height of the tree and the number of its vertices. The results are applied to critical Galton-Watson trees with offspring distributions in the domain of attraction of a stable law.