Convergence of complex martingale for a branching random walk in an independent and identically distributed environment
Xin WANG, Xingang LIANG, Chunmao HUANG
Convergence of complex martingale for a branching random walk in an independent and identically distributed environment
We consider an -valued discrete time branching random walk in an independent and identically distributed environment indexed by time . Let be the natural complex martingale of the process. We show necessary and sufficient conditions for the -convergence of for >1, as well as its uniform convergence region.
Branching random walk / random environment / moments / uniform convergence / complex martingale / -convergenc
[1] |
Biggins J D. Martingale convergence in the branching random walk. J Appl Probab, 1977, 14(1): 25–37
CrossRef
Google scholar
|
[2] |
Biggins J D. Uniform convergence of martingales in the one-dimensional branching random walk. In: Basawa I V, Taylor R L, eds. Selected Proc of the Sheffield Symp on Applied Probability. IMS Lecture Notes-Monograph Ser, Vol 18. Ann Arbor: Inst Math Stat, 1991, 159–173
CrossRef
Google scholar
|
[3] |
Biggins J D. Uniform convergence of martingales in the branching random walk. Ann Probab, 1992, 20(1): 137–151
CrossRef
Google scholar
|
[4] |
Biggins J D, Kyprianou A E. Measure change in multitype branching. Adv Appl Probab, 2004, 36(2): 544–581
CrossRef
Google scholar
|
[5] |
Chow Y S, Teicher H. Probability Theory: Independence, Interchangeability and Martingales.New York: Springer-Verlag, 1988
CrossRef
Google scholar
|
[6] |
Gao Z, Liu Q. Exact convergence rates in central limit theorems for a branching random walk with a random environment in time. Stochastic Process Appl, 2016, 126(9): 2634–2664
CrossRef
Google scholar
|
[7] |
Gao Z, Liu Q, Wang H. Central limit theorems for a branching random walk with a random environment in time. Acta Math Sci, 2014, 34(2): 501–512
CrossRef
Google scholar
|
[8] |
Grincevicjus A K. On the continuity of the distribution of a sum of dependent variables connected with independent walks on lines. Theory Probab Appl, 1974, 19(1): 163–168
CrossRef
Google scholar
|
[9] |
Huang C, Liang X, Liu Q. Branching random walks with random environments in time. Front Math China, 2014, 9(4): 835–842
CrossRef
Google scholar
|
[10] |
Huang C, Wang X, Wang X Q. Large and moderate deviations for a Rd-valued branching random walk with a random environment in time. Stochastics, 2020, 92(6): 944–968
CrossRef
Google scholar
|
[11] |
Iksanov A, Kolesko K, Meiners M. Fluctuations of Biggins' martingales at complex parameters.arXiv: 1806.09943
|
[12] |
Iksanov A, Liang X, Liu Q. On Lp-convergence of the Biggins martingale with complex parameter. J Math Anal Appl, 2019, 479(2): 1653–1669
CrossRef
Google scholar
|
[13] |
Kolesko K, Meiners M. Convergence of complex martingales in the branching random walk: the boundary. Electron Commun Probab, 2017, 22(18): 1–14
CrossRef
Google scholar
|
[14] |
Kuhlbusch D. On weighted branching processes in random environment. Stochastic Process Appl, 2004, 109(1): 113–144
CrossRef
Google scholar
|
[15] |
Li Y, Liu Q, Peng X. Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment. Statist Probab Lett, 2019, 147: 57–65
CrossRef
Google scholar
|
[16] |
Lyons R. A simple path to Biggins' martingale convergence for branching random walk. In: Athreya K B, Jagers P, eds. Classical and Modern Branching Processes. IMA Vol Math Appl, Vol 84. New York: Springer, 1997, 217–221
CrossRef
Google scholar
|
[17] |
Mallein B, Miloś P. Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment. Stochastic Process Appl, 2019, 129(9): 3239–3260
CrossRef
Google scholar
|
[18] |
Nakashima M. Branching random walks in random environment and super-Brownian motion in random environment. Ann Inst Henri Poincaré Probab Stat, 2015, 51(4): 1251–1289
CrossRef
Google scholar
|
[19] |
Wang X, Huang C. Convergence of martingale and moderate deviations for a branching random walk with a random environment in time. J Theoret Probab, 2017, 30(3): 961–995
CrossRef
Google scholar
|
[20] |
Wang X, Huang C. Convergence of complex martingale for a branching random walk in a time random environment. Electron Commun Probab, 2019, 24(41): 1{14
CrossRef
Google scholar
|
[21] |
Wang Y, Liu Z, Liu Q, Li Y. Asymptotic properties of a branching random walk with a random environment in time. Acta Math Sci Ser B Engl Ed, 2019, 39(5): 1345–1362
CrossRef
Google scholar
|
/
〈 | 〉 |