English

Parametrised branching processes: a functional version of Kesten \& Stigum theorem

Probability 2021-06-04 v1

Abstract

Let (Zn,n0)(Z_n,n\geq 0) be a supercritical Galton-Watson process whose offspring distribution μ\mu has mean λ>1\lambda>1 and is such that x(log(x))+dμ(x)<+\int x(\log(x))_+ d\mu(x)<+\infty. According to the famous Kesten \& Stigum theorem, (Zn/λn)(Z_n/\lambda^n) converges almost surely, as n+n\to+\infty. The limiting random variable has mean~1, and its distribution is characterised as the solution of a fixed point equation. \par In this paper, we consider a family of Galton-Watson processes (Zn(λ),n0)(Z_n(\lambda), n\geq 0) defined for~λ\lambda ranging in an interval I(1,)I\subset (1, \infty), and where we interpret λ\lambda as the time (when nn is the generation). The number of children of an individual at time~λ\lambda is given by X(λ)X(\lambda), where (X(λ))λI(X(\lambda))_{\lambda\in I} is a c\`adl\`ag integer-valued process which is assumed to be almost surely non-decreasing and such that E(X(λ))=λ>1\mathbb E(X(\lambda))=\lambda >1 for all λI\lambda\in I. This allows us to define Zn(λ)Z_n(\lambda) the number of elements in the nnth generation at time λ\lambda. Set Wn(λ)=Zn(λ)/λnW_n(\lambda)= Z_n(\lambda)/\lambda^n for all n0n\geq 0 and λI\lambda\in I. We prove that, under some moment conditions on the process~XX, the sequence of processes (Wn(λ),λI)n0(W_n(\lambda), \lambda\in I)_{n\geq 0} converges in probability as~nn tends to infinity in the space of c\`adl\`ag processes equipped with the Skorokhod topology to a process, which we characterise as the solution of a fixed point equation.

Keywords

Cite

@article{arxiv.2106.01426,
  title  = {Parametrised branching processes: a functional version of Kesten \& Stigum theorem},
  author = {Cécile Mailler and Jean-François Marckert},
  journal= {arXiv preprint arXiv:2106.01426},
  year   = {2021}
}
R2 v1 2026-06-24T02:46:11.213Z