CLT for supercritical branching processes with heavy-tailed branching law

arXiv1803.05491MaRDI QIDQ6299072FDOQ6299072

Authors: Rafał Marks, Piotr Miłoś 

Publication date: 14 March 2018

Abstract: Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $mu>0$ and branching according to a law in the domain of attraction of the $$-stable distribution. The mean of the branching law is strictly larger than $1$ implying that the system is supercritical and the total number of particles grows exponentially at some rate $lambda>0$. It is known that the system obeys a law of large numbers. In the paper we study its rate of convergence. We discover an interesting interplay between the branching rate $lambda$ and the drift parameter $mu$. There are three regimes of the second order behavior: $cdot$ small branching, $$, then the speed of convergence is the same as in the stable central limit theorem but the limit is affected by the dependence between particles. $cdot$ critical branching, $$, then the dependence becomes strong enough to make the rate of convergence slightly smaller, yet the qualitative behaviour still resembles the stable central limit theorem $cdot$ large branching, $$, then the dependence manifests much more profoundly, the rate of convergence is substantially smaller and strangely the limit holds a.s.

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Generalized stochastic processes (60G20)

This page was built for publication: CLT for supercritical branching processes with heavy-tailed branching law

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6299072)