English

Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree

Probability 2022-02-17 v1

Abstract

Consider a general branching process, a.k.a. Crump-Mode-Jagers process, generated by a perturbed random walk η1\eta_1, ξ1+η2\xi_1+\eta_2, ξ1+ξ2+η3,\xi_1+\xi_2+\eta_3,\ldots. Here, (ξ1,η1)(\xi_1,\eta_1), (ξ2,η2),(\xi_2, \eta_2),\ldots are independent identically distributed random vectors with arbitrarily dependent positive components. Denote by Nj(t)N_j(t) the number of the jjth generation individuals with birth times t\leq t. Assume that j=j(t)j=j(t)\to\infty and j(t)=o(ta)j(t)=o(t^a) as tt\to\infty for some explicitly given a>0a>0 (to be specified in the paper). The corresponding jjth generation belongs to the set of intermediate generations. We provide sufficient conditions under which finite-dimensional distributions of the process (Nj(t)u(t))u>0(N_{\lfloor j(t)u\rfloor}(t))_{u>0}, properly normalized and centered, converge weakly to those of an integral functional of a stable L\'{e}vy process with finite mean.

Keywords

Cite

@article{arxiv.2202.07897,
  title  = {Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree},
  author = {Alexander Iksanov and Alexander Marynych and Bohdan Rashytov},
  journal= {arXiv preprint arXiv:2202.07897},
  year   = {2022}
}

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17 pages