Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes
Abstract
Consider a supercritical Crump--Mode--Jagers process counted with a random characteristic . Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that, under some mild assumptions, converges almost surely as to . Here, is the Malthusian parameter, is a constant and 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 . More precisely, we show that there exist a constant and a function , a finite random linear combination of functions of the form with , such that 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.
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