CLT for supercritical branching processes with heavy-tailed branching law
Abstract
Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift and branching according to a law in the domain of attraction of the -stable distribution. The mean of the branching law is strictly larger than implying that the system is supercritical and the total number of particles grows exponentially at some rate . 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 and the drift parameter . There are three regimes of the second order behavior: small branching, , 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. critical branching, , 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 large branching, , 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}
}