English

Asymptotical behaviour of the presence probability in branching random walks and fragmentations

Probability 2007-05-23 v1

Abstract

For a subcritical Galton-Watson process (ζn)(\zeta_n), it is well known that under an XlogXX \log X condition, the quotient P(ζn>0)/EζnP(\zeta_n > 0)/ E\zeta_n has a finite positive limit. There is an analogous result for a (one-dimensional) supercritical branching random walk: when aa is in the so-called subcritical speed area, the probability of presence around nana in the nn-th generation is asymptotically proportional to the corresponding expectation. In Rouault (1993) this result was stated under a natural XlogXX \log X 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 d1d \geq 1 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