English

Convergence of martingale and moderate deviations for a branching random walk with a random environment in time

Probability 2015-04-07 v1

Abstract

We consider a branching random walk on R\mathbb{R} with a stationary and ergodic environment ξ=(ξn)\xi=(\xi_n) indexed by time nNn\in\mathbb{N}. Let ZnZ_n be the counting measure of particles of generation nn and Z~n(t)=etxZn(dx)\tilde Z_n(t)=\int e^{tx}Z_n(dx) be its Laplace transform. We show the LpL^p convergence rate and the uniform convergence of the martingale Z~n(t)/E[Z~n(t)ξ]\tilde Z_n(t)/\mathbb E[\tilde Z_n(t)|\xi], and establish a moderate deviation principle for the measures ZnZ_n.

Keywords

Cite

@article{arxiv.1504.01181,
  title  = {Convergence of martingale and moderate deviations for a branching random walk with a random environment in time},
  author = {Xiaoqiang Wang and Chunmao Huang},
  journal= {arXiv preprint arXiv:1504.01181},
  year   = {2015}
}