Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time
type: Item
instance of: scholarly article
title: Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time
zbMATH Open document ID: 1393.60095
DOI: 10.3150/16-BEJ895
published in: Bernoulli
publication date: 2017-09-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1512.07391
full work available at URL: https://projecteuclid.org/euclid.bj/1501142462
review text: The authors consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time. For the normalised counting measure of the number of particles of generation \(n\) in a given region, they give the second and third orders asymptotic expansions of the central limit theorem under rather weak assumptions on the moments of the underlying branching and moving laws. The obtained results and the developed approaches shed light on higher-order expansions and hint a general formula for each finite-order expansion, although they have not been able to prove it. In the proofs, a version of the Edgeworth expansion of central limit theorems for sums of independent random variables due to \textit{Z. Bai} and \textit{L. Zhao} [Sci. Sin., Ser. A 29, 1--22 (1986; Zbl 0629.60028)], truncating arguments and martingale approximation play key roles. In particular, they introduce a new martingale, show its rate of convergence, as well as the rates of convergence of some known martingales, which may be of independent interest. As a special case of their results, they can derive the second and third order expansions for the branching Wiener process, where the underlying branching process is a Galton-Watson process whose offspring distribution has a mean greater than 1 and the motion of particles is governed by a Wiener process.
reviewed by: Mátyás Barczy
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 60K37
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6778347
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: branching random walks
zbMATH Keywords: central limit theorem
zbMATH Keywords: convergence rate
zbMATH Keywords: martingale approximation
zbMATH Keywords: random environment
zbMATH Keywords: branching Wiener process
author: Zhi-Qiang Gao
author: Quansheng Liu
MaRDI profile type: MaRDI publication profile
arXiv ID: 1512.07391
OpenAlex ID: W2963813215
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description: scientific article