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Asymptotic Expansions for Additive Measures of Branching Brownian Motions

Author

Listed:
  • Haojie Hou

    (Peking University)

  • Yan-Xia Ren

    (Peking University)

  • Renming Song

    (University of Illinois Urbana-Champaign)

Abstract

Let N(t) be the collection of particles alive at time t in a branching Brownian motion in $$\mathbb {R}^d$$ R d , and for $$u\in N(t)$$ u ∈ N ( t ) , let $${\textbf{X}}_u(t)$$ X u ( t ) be the position of particle u at time t. For $$\theta \in \mathbb {R}^d$$ θ ∈ R d , we define the additive measures of the branching Brownian motion by $$\begin{aligned}{} & {} \mu _t^\theta (\textrm{d}{\textbf{x}}):= e^{-(1+\frac{\Vert \theta \Vert ^2}{2})t}\sum _{u\in N(t)} e^{-\theta \cdot {\textbf{X}}_u(t)} \delta _{\left( {\textbf{X}}_u(t)+\theta t\right) }(\textrm{d}{\textbf{x}}),\\{} & {} \quad \textrm{here}\,\, \Vert \theta \Vert \mathrm {is\, the\, Euclidean\, norm\, of}\,\, \theta . \end{aligned}$$ μ t θ ( d x ) : = e - ( 1 + ‖ θ ‖ 2 2 ) t ∑ u ∈ N ( t ) e - θ · X u ( t ) δ X u ( t ) + θ t ( d x ) , here ‖ θ ‖ is the Euclidean norm of θ . In this paper, under some conditions on the offspring distribution, we give asymptotic expansions of arbitrary order for $$\mu _t^\theta (({\textbf{a}}, {\textbf{b}}])$$ μ t θ ( ( a , b ] ) and $$\mu _t^\theta ((-\infty , {\textbf{a}}])$$ μ t θ ( ( - ∞ , a ] ) for $$\theta \in \mathbb {R}^d$$ θ ∈ R d with $$\Vert \theta \Vert

Suggested Citation

  • 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.
  • Handle: RePEc:spr:jotpro:v:37:y:2024:i:4:d:10.1007_s10959-024-01347-z
    DOI: 10.1007/s10959-024-01347-z
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    References listed on IDEAS

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    1. 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.
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    3. Asmussen, Soren & Kaplan, Norman, 1976. "Branching random walks I," Stochastic Processes and their Applications, Elsevier, vol. 4(1), pages 1-13, January.
    4. 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.
    5. 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.
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