Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes

arXiv2109.00867MaRDI QIDQ6507623FDOQ6507623

Authors: Alexander Iksanov, Konrad Kolesko, Matthias Meiners

Abstract: Consider a supercritical Crump--Mode--Jagers process

(m a t h c a l Z_{t}^{v a r p h i})_{t g e q 0}

counted with a random characteristic

v a r p h i

. Nerman's celebrated law of large numbers [{it Z.~Wahrsch.~Verw.~Gebiete} 57, 365--395, 1981] states that, under some mild assumptions,

e^{- a l p h a t} m a t h c a l Z_{t}^{v} a r p h i

converges almost surely as

t o i n f t y

to

a W

. Here,

a l p h a > 0

is the Malthusian parameter,

a

is a constant and

W

is the limit of Nerman's martingale, which is positive on the survival event. In this general situation, under additional (second moment) assumptions, we prove a central limit theorem for

(m a t h c a l Z_{t}^{v a r p h i})_{t g e q 0}

. More precisely, we show that there exist a constant

k i n m a t h b b N_{0}

and a function

H (t)

, a finite random linear combination of functions of the form

t^{j} e^{l a m b d a t}

with

a l p h a / 2 l e q m a t h r m R e (l a m b d a) < a l p h a

, such that

(m a t h c a l Z_{t}^{v} a r p h i - a e^{a l p h a t} W - H (t)) / s q r t t^{k} e^{a l p h a t}

converges in distribution to a normal random variable with random variance. This result unifies and extends various central limit theorem-type results for specific branching processes.

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Martingales with continuous parameter (60G44)

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