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Exact convergence rates in central limit theorems for a branching random walk with a random environment in time

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  • Gao, Zhiqiang
  • Liu, Quansheng

Abstract

Chen (2001) derived exact convergence rates in a central limit theorem and a local limit theorem for a supercritical branching Wiener process. We extend Chen’s results to a branching random walk under weaker moment conditions. For the branching Wiener process, our results sharpen Chen’s by relaxing the second moment condition used by Chen to a moment condition of the form EX(ln+X)1+λ<∞. In the rate functions that we find for a branching random walk, we figure out some new terms which did not appear in Chen’s work. The results are established in the more general framework, i.e. for a branching random walk with a random environment in time. The lack of the second moment condition for the offspring distribution and the fact that the exponential moment does not exist necessarily for the displacements make the proof delicate; the difficulty is overcome by a careful analysis of martingale convergence using a truncating argument. The analysis is significantly more awkward due to the appearance of the random environment.

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  • Gao, Zhiqiang & Liu, Quansheng, 2016. "Exact convergence rates in central limit theorems for a branching random walk with a random environment in time," Stochastic Processes and their Applications, Elsevier, vol. 126(9), pages 2634-2664.
    • Handle: RePEc:eee:spapps:v:126:y:2016:i:9:p:2634-2664
    DOI: 10.1016/j.spa.2016.02.013
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    References listed on IDEAS

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    1. Hu, Yueyun & Yoshida, Nobuo, 2009. "Localization for branching random walks in random environment," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1632-1651, May.
    2. Kuhlbusch, Dirk, 2004. "On weighted branching processes in random environment," Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 113-144, January.
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    5. Biggins, J. D., 1990. "The central limit theorem for the supercritical branching random walk, and related results," Stochastic Processes and their Applications, Elsevier, vol. 34(2), pages 255-274, April.
    6. Tanny, David, 1988. "A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means," Stochastic Processes and their Applications, Elsevier, vol. 28(1), pages 123-139, April.
    7. Liu, Quansheng, 2000. "On generalized multiplicative cascades," Stochastic Processes and their Applications, Elsevier, vol. 86(2), pages 263-286, April.
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    Cited by:

    1. Li, Yingqiu & Liu, Quansheng & Peng, Xuelian, 2019. "Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 57-65.
    2. Deng, Guantie & Fan, Xiequan & Gao, Zhi-Qiang, 2023. "Asymptotic expansions in the local limit theorem for a branching Wiener process," Statistics & Probability Letters, Elsevier, vol. 199(C).
    3. Huang, Chunmao & Liu, Quansheng, 2024. "Limit theorems for a branching random walk in a random or varying environment," Stochastic Processes and their Applications, Elsevier, vol. 172(C).
    4. Gao, Zhi-Qiang, 2019. "Exact convergence rate in the local central limit theorem for a lattice branching random walk on Zd," Statistics & Probability Letters, Elsevier, vol. 151(C), pages 58-66.
    5. Haojie Hou & Yan-Xia Ren & Renming Song, 2024. "Asymptotic Expansions for Additive Measures of Branching Brownian Motions," Journal of Theoretical Probability, Springer, vol. 37(4), pages 3355-3394, November.
    6. Gao, Zhiqiang, 2017. "Exact convergence rate of the local limit theorem for branching random walks on the integer lattice," Stochastic Processes and their Applications, Elsevier, vol. 127(4), pages 1282-1296.
    7. Gao, Zhi-Qiang, 2018. "A second order asymptotic expansion in the local limit theorem for a simple branching random walk in Zd," Stochastic Processes and their Applications, Elsevier, vol. 128(12), pages 4000-4017.

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