Edgeworth expansions for profiles of lattice branching random walks
Abstract
Consider a branching random walk on in discrete time. Denote by the number of particles at site at time . By the profile of the branching random walk (at time ) we mean the function . We establish the following asymptotic expansion of , as : where is arbitrary, is the cumulant generating function of the intensity of the branching random walk and The expansion is valid uniformly in with probability and the 's are polynomials whose random coefficients can be expressed through the derivatives of and the derivatives of the limit of the Biggins martingale at . 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 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 , where depends on in some regular way. We also prove a.s. limit theorems for the mode and the height of the profile. The asymptotic behavior of these quantities depends on whether the drift parameter 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