Convergence rates for a branching process in a random environment
Probability
2013-02-19 v2
Abstract
Let be a supercritical branching process in a random environment . We study the convergence rates of the martingale to its limit . The following results about the convergence almost sur (a.s.), in law or in probability, are shown. (1) Under a moment condition of order , a.s. for some that we find explicitly; assuming only for some , we have a.s.; similar conclusions hold for a branching process in a varying environment. (2) Under a second moment condition, there are norming constants (that we calculate explicitly) such that converges in law to a non-degenerate distribution. (3) For a branching process in a finite state random environment, if has a finite exponential moment, then so does , and the decay rate of is supergeometric.
Cite
@article{arxiv.1010.6111,
title = {Convergence rates for a branching process in a random environment},
author = {Chunmao Huang and Quansheng Liu},
journal= {arXiv preprint arXiv:1010.6111},
year = {2013}
}