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

DOI10.1214/21-EJP727MaRDI QIDQ2076597zbMATH OpenOpenAlexFDO

Authors Alexander Iksanov, Konrad Kolesko, Matthias Meiners

Publication date 22 February 2022

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

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

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)

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 $W-W_t$.

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Cited in

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• A martingale approach to supercritical (CMJ) branching processes
• A model for an epidemic with contact tracing and cluster isolation, and a detection paradox
• Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes

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