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We study a spherical gravitational collapse of a small mass in higher-derivative and ghost-free theories of gravity. By boosting a solution of linearized equations for a static point mass in such theories we obtain in the Penrose limit the gravitational field of an ultrarelativistic particle. Taking a superposition of such solutions we construct a metric of a collapsing null shell in the linearized higher-derivative and ghost-free gravity. The latter allows one to find the gravitational field of a thick null shell. By analyzing these solutions we demonstrate that in a wide class of the higher dimensional theories of gravity as well as for the ghost-free gravity there exists a mass gap for mini-black-hole production. We also found conditions when the curvature invariants remain finite at r=0 for the collapse of the thick null shell.
Valeri P. Frolov (Fri,) studied this question.