English
Related papers

Related papers: Convergence of martingale and moderate deviations …

200 papers

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

Probability · Mathematics 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. For the case where the…

Probability · Mathematics 2014-07-30 Chunmao Huang , Quansheng Liu

Given a super-critical branching random walk on $\mathbb R$ started from the origin, let $M_n$ be the maximal position of individuals at the $n$-th generation. Under some mild conditions, it is known from \cite{A13} that as…

Probability · Mathematics 2018-07-24 Xinxin Chen , Hui He

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

Probability · Mathematics 2016-10-25 Christophe Cuny , Jérôme Dedecker , Florence Merlevède

We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…

Probability · Mathematics 2021-02-23 Mengxue Li , Chuanmao Huang , Xiaoqiang Wang

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

Probability · Mathematics 2016-11-17 Konrad Kolesko , Matthias Meiners

In this paper, we consider random walk in random environment on $\mathbb{Z}^{d}\,(d\geq1)$ and prove the Strassen's strong invariance principle for this model, via martingale argument and the theory of fractional coboundaries of Derriennic…

Probability · Mathematics 2010-04-20 Guangyu Yang , Yu Miao , Dihe Hu

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

Probability · Mathematics 2016-11-01 Zhi-Qiang Gao , Quansheng Liu

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi$. We study the convergence rates of the martingale $W_n = Z_n/ E[Z_n| \xi]$ to its limit $W$. The following results about the convergence almost sur (a.s.), in…

Probability · Mathematics 2013-02-19 Chunmao Huang , Quansheng Liu

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

Probability · Mathematics 2008-09-09 Atilla Yilmaz

Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process.We extend Chen's results to a branching random walk…

Probability · Mathematics 2015-11-17 Zhiqiang Gao , Quansheng Liu

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

Probability · Mathematics 2007-05-23 F. Rassoul-Agha , T. Seppalainen

Given a symmetric random walk in $Z^2$ with finite second moments, let $R_n$ be the range of the random walk up to time $n$. We study moderate deviations for $R_n -E R_n$ and $E R_n -R_n$. We also derive the corresponding laws of the…

Probability · Mathematics 2007-05-23 Richard F. Bass , Xia Chen , Jay Rosen

We consider a matrix branching random walk on the semi-group of nonnegative matrices, where we are able to derive, under general assumptions, an analogue of Biggins' martingale convergence theorem for the additive martingale $W_n$, a spinal…

Probability · Mathematics 2025-07-15 Ion Grama , Sebastian Mentemeier , Hui Xiao

Given a branching random walk$\{Z_n\}_{n\geq0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)$ at generation $n$. It is known from \cite{Biggins1977} that under some mild conditions, $n^{-1}\log…

Probability · Mathematics 2020-12-03 Shuxiong Zhang

Let $\{Z_n\}_{n\geq 0 }$ be a $d$-dimensional supercritical branching random walk started from the origin. Write $Z_n(S)$ for the number of particles located in a set $S\subset\mathbb{R}^d$ at time $n$. Denote by…

Probability · Mathematics 2023-07-19 Shuxiong Zhang

The extremal process of a branching random walk is the point measure recording the position of particles alive at time $n$, shifted around the expected position of the minimal position. Madaule proved that this point measure converges, as…

Probability · Mathematics 2018-10-09 Bastien Mallein

Suppose that $(X,Y,Z)$ is a random walk in $\mathbb{Z}^3$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $\pm 1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a…

Probability · Mathematics 2014-03-07 Yuval Peres , Bruno Schapira , Perla Sousi

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

Probability · Mathematics 2026-01-14 Louis Chataignier , Lianghui Luo

We consider the branching random walks in $d$-dimensional integer lattice with time--space i.i.d. offspring distributions. Then the normalization of the total population is a nonnegative martingale and it almost surely converges to a…

Probability · Mathematics 2011-01-07 Makoto Nakashima
‹ Prev 1 2 3 10 Next ›