English

Convergence rates for a branching process in a random environment

Probability 2013-02-19 v2

Abstract

Let (Zn)(Z_n) be a supercritical branching process in a random environment ξ\xi. We study the convergence rates of the martingale Wn=Zn/E[Znξ]W_n = Z_n/ E[Z_n| \xi] to its limit WW. The following results about the convergence almost sur (a.s.), in law or in probability, are shown. (1) Under a moment condition of order p(1,2)p\in (1,2), WWn=o(ena)W-W_n = o (e^{-na}) a.s. for some a>0a>0 that we find explicitly; assuming only EW1logW1α+1<EW_1 \log W_1^{\alpha+1} < \infty for some α>0\alpha >0, we have WWn=o(nα)W-W_n = o (n^{-\alpha}) a.s.; similar conclusions hold for a branching process in a varying environment. (2) Under a second moment condition, there are norming constants an(ξ)a_n(\xi) (that we calculate explicitly) such that an(ξ)(WWn)a_n(\xi) (W-W_n) converges in law to a non-degenerate distribution. (3) For a branching process in a finite state random environment, if W1W_1 has a finite exponential moment, then so does WW, and the decay rate of P(WWn>ϵ)P(|W-W_n| > \epsilon) is supergeometric.

Keywords

Cite

@article{arxiv.1010.6111,
  title  = {Convergence rates for a branching process in a random environment},
  author = {Chunmao Huang and Quansheng Liu},
  journal= {arXiv preprint arXiv:1010.6111},
  year   = {2013}
}
R2 v1 2026-06-21T16:35:53.727Z