English

Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes

Probability 2024-03-13 v3

Abstract

Consider a supercritical Crump--Mode--Jagers process (Ztφ)t0(\mathcal Z_t^{\varphi})_{t \geq 0} counted with a random characteristic φ\varphi. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that, under some mild assumptions, eαtZtφe^{-\alpha t} \mathcal Z_t^\varphi converges almost surely as tt \to \infty to aWaW. Here, α>0\alpha>0 is the Malthusian parameter, aa is a constant and WW is the limit of Nerman's martingale, which is positive on the survival event. In this general situation, under additional (second moment) assumptions, we prove a central limit theorem for (Ztφ)t0(\mathcal Z_t^{\varphi})_{t \geq 0}. More precisely, we show that there exist a constant kN0k \in \mathbb N_0 and a function H(t)H(t), a finite random linear combination of functions of the form tjeλtt^j e^{\lambda t} with α/2Re(λ)<α\alpha/2 \leq \mathrm{Re}(\lambda)<\alpha, such that (ZtφaeαtWH(t))/tkeαt(\mathcal Z_t^\varphi - a e^{\alpha t}W -H(t))/\sqrt{t^k e^{\alpha t}} converges in distribution to a normal random variable with random variance. This result unifies and extends various central limit theorem-type results for specific branching processes.

Keywords

Cite

@article{arxiv.2109.00867,
  title  = {Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes},
  author = {Alexander Iksanov and Konrad Kolesko and Matthias Meiners},
  journal= {arXiv preprint arXiv:2109.00867},
  year   = {2024}
}

Comments

67 pages, 3 figures; This is the revised version, incorporating suggestions from the referees reports. Accepted for publication in the Annals of Probability

R2 v1 2026-06-24T05:37:30.096Z