English

Edgeworth expansions for profiles of lattice branching random walks

Probability 2016-06-14 v2

Abstract

Consider a branching random walk on Z\mathbb Z in discrete time. Denote by Ln(k)L_n(k) the number of particles at site kZk\in\mathbb Z at time nN0n\in\mathbb N_0. By the profile of the branching random walk (at time nn) we mean the function kLn(k)k\mapsto L_n(k). We establish the following asymptotic expansion of Ln(k)L_n(k), as nn\to\infty: eφ(0)nLn(k)=e12xn2(k)2πφ(0)nj=0rFj(xn(k))nj/2+o(nr+12)a.s., e^{-\varphi(0)n} L_n(k) = \frac{e^{-\frac 12 x_n^2(k)}}{\sqrt {2\pi \varphi''(0) n}} \sum_{j=0}^r \frac{F_j(x_n(k))}{n^{j/2}} + o\left(n^{-\frac{r+1}{2}}\right) \quad a.s., where rN0r\in\mathbb N_0 is arbitrary, φ(β)=logkZeβkEL1(k)\varphi(\beta)=\log \sum_{k\in\mathbb Z} e^{\beta k} \mathbb E L_1(k) is the cumulant generating function of the intensity of the branching random walk and xn(k)=kφ(0)nφ(0)n. x_n(k) = \frac{k-\varphi'(0) n}{\sqrt{\varphi''(0)n}}. The expansion is valid uniformly in kZk\in\mathbb Z with probability 11 and the FjF_j's are polynomials whose random coefficients can be expressed through the derivatives of φ\varphi and the derivatives of the limit of the Biggins martingale at 00. Using exponential tilting, we also establish more general expansions covering the whole range of the branching random walk except its extreme values. As an application of this expansion for r=0,1,2r=0,1,2 we recover in a unified way a number of known results and establish several new limit theorems. In particular, we study the a.s. behavior of the individual occupation numbers Ln(kn)L_n(k_n), where knZk_n\in\mathbb Z depends on nn in some regular way. We also prove a.s. limit theorems for the mode argmaxkZLn(k)\arg \max_{k\in\mathbb Z} L_n(k) and the height maxkZLn(k)\max_{k\in\mathbb Z} L_n(k) of the profile. The asymptotic behavior of these quantities depends on whether the drift parameter φ(0)\varphi'(0) is integer, non-integer rational, or irrational.

Keywords

Cite

@article{arxiv.1503.04616,
  title  = {Edgeworth expansions for profiles of lattice branching random walks},
  author = {Rudolf Grübel and Zakhar Kabluchko},
  journal= {arXiv preprint arXiv:1503.04616},
  year   = {2016}
}

Comments

34 pages, 5 figures