Exact convergence rates in central limit theorems for a branching random walk with a random environment in time

DOI10.1016/J.SPA.2016.02.013zbMATH Open1343.60014arXiv1507.00099OpenAlexW2212854720MaRDI QIDQ737173FDOQ737173

Authors: Zhi-Qiang Gao, Quansheng Liu 

Publication date: 8 August 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Chen [Ann. Appl. Probab. {�f 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk under weaker moment conditions. For the branching Wiener process, our results sharpen Chen's by relaxing the second moment condition used by Chen to a moment condition of the form $EX(l{n}^{+}X{)}^{1+lambda}<infty$. In the rate functions that we find for a branching random walk, we figure out some new terms which didn't appear in Chen's work.The results are established in the more general framework, i.e. for a branching random walk with a random environment in time.The lack of the second moment condition for the offspring distribution and the fact that the exponential moment does not exist necessarily for the displacements make the proof delicate; the difficulty is overcome by a careful analysis of martingale convergence using a truncating argument. The analysis is significantly more awkward due to the appearance of the random environment.

Full work available at URL: https://arxiv.org/abs/1507.00099

Recommendations

• Central limit theorems for a branching random walk with a random environment in time
• Exact convergence rate in the central limit theorem for a branching process in a random environment
• Convergence of complex martingale for a branching random walk in a time random environment
• Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time
• Convergence of martingale and moderate deviations for a branching random walk with a random environment in time

zbMATH Keywords

convergence ratesrandom environmentcentral limit theoremsbranching random walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

Cites Work

• Title not available (Why is that?)
• A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means
• On weighted branching processes in random environment.
• Measure change in multitype branching
• On Branching Processes in Random Environments
• On Branching Processes with Random Environments: I: Extinction Probabilities
• Branching Processes with Random Environments, II: Limit Theorems
• Title not available (Why is that?)
• On generalized multiplicative cascades
• Branching random walks. École d'Été de Probabilités de Saint-Flour XLII -- 2012
• The central limit theorem for the supercritical branching random walk, and related results
• Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\)
• Title not available (Why is that?)
• On multidimensional branching random walks in random environment
• Fixed points of a generalized smoothing transformation and applications to the branching random walk
• Branching random walks in time inhomogeneous environments
• Almost sure central limit theorem for branching random walks in random environment
• Branching random walks. I
• Branching random walks. II
• Exact convergence rates for the distribution of particles in branching random walks
• Distribution of levels in high-dimensional random landscapes
• Central limit theorems for a branching random walk with a random environment in time
• Branching random walk in varying environments
• Title not available (Why is that?)
• Large-time asymptotics for the density of a branching Wiener process
• Central limit theorem for branching random walks in random environment
• Branching random walk in random environment phase transitions for local and global growth rates
• Shape and local growth for multidimensional branching random walks in random environment
• Localization for branching random walks in random environment
• Branching random walks in space-time random environment: Survival probability, global and local growth rates
• Weighted moments of the limit of a branching process in a random environment
• A variational approach to branching random walk in random environment
• First- and second-order expansions in the central limit theorem for a branching random walk
• Convergence rates for a supercritical branching process in a random environment
• Title not available (Why is that?)
• Variable speed branching Brownian motion 1. Extremal processes in the weak correlation regime
• How big is the minimum of a branching random walk?

Cited In (30)

• Asymptotic expansions in the central limit theorem for a branching Wiener process
• Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment
• Large and moderate deviations for a -valued branching random walk with a random environment in time
• Edgeworth expansions for profiles of lattice branching random walks
• A second order asymptotic expansion in the local limit theorem for a simple branching random walk in \(\mathbb{Z}^d\)
• Exact convergence rates for particle distributions in a non-lattice branching random walk
• A note on exact convergence rate in the local limit theorem for a lattice branching random walk
• Asymptotic properties of a branching random walk with a random environment in time
• Exact convergence rate in the local central limit theorem for a lattice branching random walk on \(\mathbb{Z}^d\)
• On large deviation probabilities for empirical distribution of supercritical branching random walks with unbounded displacements
• Asymptotic expansions in the local limit theorem for a branching Wiener process
• Asymptotic properties for branching random walks with immigration in random environments
• Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time
• Central limit theorems for a branching random walk with a random environment in time
• On the barrier problem of branching random walk in a time-inhomogeneous random environment
• A second order correction of the local limit theorem for a branching random walk with a random environment in time on \(\mathbb{Z}^d\)
• Convergence of complex martingale for a branching random walk in an independent and identically distributed environment
• Exact convergence rate of the local limit theorem for a branching random walk in a time-dependent random environment on d-dimensional integer lattice
• Exact convergence rate of the local limit theorem for a branching random walk in \(\mathbb{Z}^d\) with a random environment in time
• Asymptotic expansions for additive measures of branching Brownian motions
• Convergence of complex martingale for a branching random walk in a time random environment
• Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk
• On the Expected Extinction Time for the Adjoint Circuit Chains Associated with a Random Walk with Jumps in Random Environments
• Exact convergence rate of the central limit theorem and polynomial convergence rate for branching processes in a random environment
• On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails
• Limit theorems for a branching random walk in a random or varying environment
• Almost sure central limit theorem for branching random walks in random environment
• Moderate deviation probabilities for empirical distribution of the branching random walk
• Exact convergence rate of the local limit theorem for branching random walks on the integer lattice
• Central limit theorem for branching Brownian motions in random environment

This page was built for publication: Exact convergence rates in central limit theorems for a branching random walk with a random environment in time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q737173)