Convergence in \(L^p\) for a supercritical multi-type branching process in a random environment (Q2135128)

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Convergence in \(L^p\) for a supercritical multi-type branching process in a random environment
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    Convergence in \(L^p\) for a supercritical multi-type branching process in a random environment (English)
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    4 May 2022
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    In this article, a supercritical multi-type branching process in random environment (MBPRE) is considered. Let \(Z_n=(Z_n(1),\dots,Z_n(d))\), \(n=0,1,\dots\), be a \(d\)-type branching process in i.i.d. random environment \(\xi=(\xi_0,\xi_1,\dots)\). Let \(M_n(i,j)=\mathbb{E}_\xi (Z_{n+1}(j)|Z_n=e_i)\) be the mathematical expectation of the offspring of type \(j\) at the time point \(n+1\) if \(Z_n(i)=1\) and all the others \(Z_n(k)=0\), \(k \ne i\), at the time point \(n\geq 0\), given the environment \(\xi\). Denote by \(M_n=(M_n(i,j))_{i,j=1}^d\) the matrix of these conditional expectations, \(M_{0,n}=M_0\dots M_n\). Let \((Z_n^i)_{n\geq 0}\) denote MBPRE if \(Z_0=e_i\). The supercritical regime of MBPRE \((Z_n^i)_{n\geq 0}\) is determined by a condition \(\gamma:=\lim_{n\to \infty} n^{-1} \mathbb{E} \log \|M_{0,n-1}\|>0\), where \(\|M_{0,n-1}\|\) is \(L_1\)-norm of \(M_{0,n-1}\). \par In a previous paper of the authors a Kesten-Stigum type theorem was established, which implies that \[ \frac{Z_n^i(j)}{\mathbb{E}_\xi Z_n^i(j)}=\frac{Z_n^i(j)}{M_{0,n-1}(i,j)} \to W^i \] in probability as \(n \to \infty\) for any \(i,j=1,\dots,d\), where \(W^i\) is a non-negative random variable independent of \(j\). In this article, the necessary and sufficient condition under which \(Z_n^i(j)/M_{0,n-1}(i,j)\) converges to \(W^i\) in \(L^p\), \(p > 1\), is given and it is proved that the convergence rate is exponential. This results are in agreement with previously obtained results for a single-type branching process in a random environment. The proof uses the fundamental martingale \((W^i_n)\) associated to the branching process \((Z^i_n )\).
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    multi-type branching process
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    branching process in random environment
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    supercritical regime
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    Kesten-Stigum type theorem
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    convergence in \(L^p\)
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    exponential convergence rate
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    fundamental martingale
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