Asymptotical behaviour of the presence probability in branching random walks and fragmentations
Abstract
For a subcritical Galton-Watson process , it is well known that under an condition, the quotient has a finite positive limit. There is an analogous result for a (one-dimensional) supercritical branching random walk: when is in the so-called subcritical speed area, the probability of presence around in the -th generation is asymptotically proportional to the corresponding expectation. In Rouault (1993) this result was stated under a natural assumption on the offspring point process and a (unnatural) condition on the offspring mean. Here we prove that the result holds without this latter condition, in particular we allow an infinite mean and a dimension for the state-space. As a consequence the result holds also for homogeneous fragmentations as defined in Bertoin (2001), using the method of discrete-time skeletons; this completes the proof of Theorem 4 in Bertoin-Rouault (2004 see math/PR/0409545). Finally, an application to conditioning on the presence allows to meet again the probability tilting and the so-called additive martingale.
Keywords
Cite
@article{arxiv.math/0409547,
title = {Asymptotical behaviour of the presence probability in branching random walks and fragmentations},
author = {Jean Bertoin and Alain Rouault},
journal= {arXiv preprint arXiv:math/0409547},
year = {2007}
}
Comments
15 pages, companion paper of math.PR/0409545