Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree (Q2692193)
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English | Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree |
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Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree (English)
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21 March 2023
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A perturbed random walk is the process defined for \(i \in \mathbb N\) by \(T_i = \eta_i + \sum_{j=1}^{i-1} \xi_{j}\) where \((\xi_j,\eta_j)_{j \in \mathbb{N}}\) are i.i.d. copies of an \(\mathbb{R}_+^2\)-valued vector. Consider a general (Crump-Mode-Jagers) branching process generated by \(T\), that can be defined as follows. It stars with a unique particle born at time \(0\), that gives birth to children at each time \(T_1,T_2,\cdots\). More generally, each individual born at time \(s\) creates its own children at times given by an independent copy of \(s + T\). For all \(j \in \mathbb N\) and \(t \geq 0\), we write \(N_j(t)\) for the number of \(j\)th generation individuals that were born before time \(t\). Assuming that the random variable \(\xi\) belongs to the domain of attraction of an \(\alpha\)-stable distribution with parameter \(\alpha\in(1,2]\) and \(\eta\) satisfy some integrability conditions, the authors prove the weak convergence in distribution of the fluctuations of the finite dimensional distributions of \((N_{\lfloor j(t)u\rfloor}(t))_{u > 0}\) to an integral functional of a stable Lévy process with finite mean, where \(j(t) = o(t^{(\gamma(\alpha)-1)/2})\) as \(t \to \infty\).
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general branching process
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Crump-Mode-Jagers process
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perturbed random walk
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stable Lévy process
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weak convergence
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