English

Laws of the iterated logarithm for iterated perturbed random walks

Probability 2025-03-31 v1

Abstract

Let (ξk,ηk)k1(\xi_k, \eta_k)_{k\geq 1}be independent identically distributed random vectors with arbitrarily dependent positive components and Tk:=ξ1++ξk1+ηkT_k:=\xi_1+\ldots+\xi_{k-1}+\eta_kfor kNk\in\mathbb{N}. We call the random sequence {T_k, k=1,2...} a (globally) perturbed random walk. Consider a general branching process generated by {T_k, k=1,2...} and let Y_j(t) denote the number of the jth generation individuals with birth times less or equal t. Assuming that Var \xi_1 is finite and allowing the distribution of \eta_1 to be arbitrary, we prove a law of the iterated logarithm (LIL) for Y_j(t). In particular, a LIL for the counting process of {T_k, k=1,2...} is obtained. The latter result was previously established in the article Iksanov, Jedidi and Bouzeffour (2017) under the additional assumption that E\eta^a is finite for some positive a. In this paper, we show that the aforementioned additional assumption is not needed.

Keywords

Cite

@article{arxiv.2503.20029,
  title  = {Laws of the iterated logarithm for iterated perturbed random walks},
  author = {Oksana Braganets},
  journal= {arXiv preprint arXiv:2503.20029},
  year   = {2025}
}