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Suppose that $X=\{X_t, t\ge 0; \mathbb{P}_{\mu}\}$ is a supercritical superprocess in a locally compact separable metric space $E$. Let $\phi_0$ be a positive eigenfunction corresponding to the first eigenvalue $\lambda_0$ of the generator…

Probability · Mathematics 2018-10-19 Yan-Xia Ren , Renming Song , Rui Zhang

Suppose that $X=\{X_t, t\ge 0; \mathbb{P}_{\mu}\}$ is a supercritical superprocess in a locally compact separable metric space $E$. Let $\phi_0$ be a positive eigenfunction corresponding to the first eigenvalue $\lambda_0$ of the generator…

Probability · Mathematics 2018-08-30 Yan-Xia Ren , Renming Song , Rui Zhang

Suppose that $X=\{X_t, t\ge 0\}$ is a supercritical superprocess on a locally compact separable metric space $(E, m)$. Suppose that the spatial motion of $X$ is a Hunt process satisfying certain conditions and that the branching mechanism…

Probability · Mathematics 2015-02-10 Zhen-Qing Chen , Yan-Xia Ren , Renming Song , Rui Zhang

Let $\{X_n\}_{n\geq0}$ be a $p$-type ($p\geq2$) supercritical branching process with immigration and mean matrix $M$. Suppose that $M$ is positively regular and $\rho$ is the maximal eigenvalue of $M$ with the corresponding left and right…

Probability · Mathematics 2025-08-22 Liuyan Li , Junping Li

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

We consider the additive martingale $W_t(\lambda)$ and the derivative martingale $\partial W_t(\lambda)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $\lambda=\lambda_0$, we…

Probability · Mathematics 2021-09-13 Haojie Hou , Yan-Xia Ren , Renming Song

We extend some classical results of Cowling and Meda to the noncommutative setting. Let $(T_t)_{t>0}$ be a symmetric contraction semigroup on a noncommutative space $L_p(\mathcal{M}),$ and let the functions $\phi$ and $\psi$ be regularly…

Operator Algebras · Mathematics 2016-03-16 Xiao Xiong

In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…

Probability · Mathematics 2012-09-18 Christophe Cuny , Florence Merlevede

Consider a supercritical Crump--Mode--Jagers process $(\mathcal Z_t^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that,…

Probability · Mathematics 2024-03-13 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

Probability · Mathematics 2014-11-07 Alexander Iksanov , Matthias Meiners

We consider measure-valued processes $X=(X_t)$ that solve the following martingale problem: for a given initial measure $X_0$, and for all smooth, compactly supported test functions $\varphi$, \begin{eqnarray*}X_t(\varphi…

Probability · Mathematics 2014-01-15 Steven P. Lalley , Edwin A. Perkins , Xinghua Zheng

For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…

Probability · Mathematics 2011-10-07 Clément Dombry , Frédéric Eyi-Minko

We consider a critical superprocess $\{X;\mathbf P_\mu\}$ with general spatial motion and spatially dependent stable branching mechanism with lowest stable index $\gamma_0 > 1$. We first show that, under some conditions, $\mathbf…

Probability · Mathematics 2019-07-23 Yan-Xia Ren , Renming Song , Zhenyao Sun

Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…

Probability · Mathematics 2007-05-23 Aleksander Iksanov

Let $W_n, n\in\mn_{0}$ be an intrinsic martingale with almost sure limit $W$ in a supercritical branching random walk. We provide criteria for the $L_p$-convergence of the series $\sum_{n\ge 0} e^{an}(W-W_n)$ for $p>1$ and $a>0$. The result…

Probability · Mathematics 2009-03-24 Gerold Alsmeyer , Alex Iksanov , Sergej Polotsky , Uwe Roesler

In this paper we establish some conditional limit theorems for some critical superprocesses $X=\{X_t, t\ge 0\}$. First we identify the rate of non-extinction. Then we show that, for a large class of functions $f$, conditioned on…

Probability · Mathematics 2015-11-25 Yan-Xia Ren , Renming Song , Rui Zhang

This article studies the convergence rate of the sample mean for $\varphi$-mixing dependent random variables with finite means and infinite variances. Dividing the sample mean into sum of the average of the main parts and the average of the…

Probability · Mathematics 2022-09-20 F. Q. Tang , D. Han

Let $p \in (0, \infty)$ be a constant and let $\{\xi_n\} \subset L^p(\Omega, {\mathcal F}, \P)$ be a sequence of random variables. For any integers $m, n \ge 0$, denote $S_{m, n} = \sum_{k=m}^{m + n} \xi_k$. It is proved that, if there…

Probability · Mathematics 2010-12-21 Erkan Nane , Yimin Xiao , Aklilu Zeleke

Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…

Probability · Mathematics 2010-10-20 Achim Klenke , Leonid Mytnik

In this paper, we investigate the asymptotic behavior of supercritical branching Markov processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. Recently, Ren et al. [Appl. Probab. 61…

Probability · Mathematics 2025-10-01 Runjia Luo , Yan-Xia Ren , Renming Song , Rui Zhang
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