Weak convergence results for multiple generations of a branching process

DOI10.1007/S10959-009-0266-YzbMATH Open1235.60116OpenAlexW2963856338MaRDI QIDQ548150FDOQ548150

Authors Jim Kuelbs, Anand N. Vidyashankar

Publication date 28 June 2011

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

Full work available at URL https://arxiv.org/abs/0912.4909

zbMATH Keywords

branching processesGalton-Watson processesfunctional CLTextremal distributionsweighted \(c_0\) spacesDarling-Erdős theorem

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms of several generations of such processes. Applications of our main result include a functional central limit theorem (CLT), a Darling-Erd"os result, and an extremal process result. The limiting process for our functional CLT is an infinite dimensional Brownian motion with sample paths in the infinite product space $(C_0[0,1]{)}^{infty}$, with the product topology, or in Banach subspaces of $(C_0[0,1]{)}^{infty}$ determined by norms related to the distribution of the population size of the branching process. As an application of this CLT we obtain a central limit theorem for ratios of weighted sums of generations of a branching processes, and also to various maximums of these generations. The Darling-Erd"os result and the application to extremal distributions also include infinite dimensional limit laws. Some branching process examples where the CLT fails are also included.

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Cited in

(4)

• Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process
• Functional limit laws of Strassen and Wichura type for multiple generations of branching processes
• Weak convergence of sequences of semimartingales with applications to multitype branching processes
• Diffusion approximation of an array of controlled branching processes

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