Gaussian fluctuations and a law of the iterated logarithm for Nerman's martingale in the supercritical general branching process

DOI10.1214/21-EJP727zbMATH Open1483.60127arXiv2005.05119OpenAlexW4206603087MaRDI QIDQ2076597FDOQ2076597

Authors: Alexander Iksanov, Konrad Kolesko, Matthias Meiners 

Publication date: 22 February 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t{)}_{tgeq0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a. Crump-Mode-Jagers branching processes) counted with a general characteristic. The martingale terminal value $W$ figures in the limits of his results. We investigate the rate at which the martingale, now called Nerman's martingale, converges to its limit $W$. More precisely, assuming the existence of a Malthusian parameter $alpha>0$ and $W_{0}in{L}^2$, we prove a functional central limit theorem for $(W-W_{t+s}{)}_{sinmathbbR}$, properly normalized, as $toinfty$. The weak limit is a randomly scaled time-changed Brownian motion. Under an additional technical assumption, we prove a law of the iterated logarithm for $W-W_t$.

Full work available at URL: https://arxiv.org/abs/2005.05119

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zbMATH Keywords

functional central limit theoremlaw of the iterated logarithmasymptotic fluctuationsNerman's martingalesupercritical general branching process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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