English

CLT for supercritical branching processes with heavy-tailed branching law

Probability 2018-03-23 v2

Abstract

Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift μ>0\mu>0 and branching according to a law in the domain of attraction of the (1+β)(1+\beta)-stable distribution. The mean of the branching law is strictly larger than 11 implying that the system is supercritical and the total number of particles grows exponentially at some rate λ>0\lambda>0. It is known that the system obeys a law of large numbers. In the paper we study its rate of convergence. We discover an interesting interplay between the branching rate λ\lambda and the drift parameter μ\mu. There are three regimes of the second order behavior: \cdot small branching, λ<(1+1/β)μ\lambda <(1+1/\beta) \mu, then the speed of convergence is the same as in the stable central limit theorem but the limit is affected by the dependence between particles. \cdot critical branching, λ=(1+1/β)μ\lambda =(1+1/\beta) \mu, then the dependence becomes strong enough to make the rate of convergence slightly smaller, yet the qualitative behaviour still resembles the stable central limit theorem \cdot large branching, λ>(1+1/β)μ\lambda > (1+1/\beta) \mu, then the dependence manifests much more profoundly, the rate of convergence is substantially smaller and strangely the limit holds a.s.

Keywords

Cite

@article{arxiv.1803.05491,
  title  = {CLT for supercritical branching processes with heavy-tailed branching law},
  author = {Rafał Marks and Piotr Miłoś},
  journal= {arXiv preprint arXiv:1803.05491},
  year   = {2018}
}