Parameterised branching processes:A functional version of Kesten & Stigum theorem

Autor: Cécile Mailler, Jean-François Marckert
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Mailler, C & Marckert, J F 2022, ' Parameterised branching processes : A functional version of Kesten & Stigum theorem ', Stochastic Processes and their Applications, vol. 152, pp. 339-377 . https://doi.org/10.1016/j.spa.2022.06.010
Popis: Let (Zn,n≥0) be a supercritical Galton–Watson process whose offspring distribution μ has mean λ>1 and is such that ∫xlog+(x)dμ(x)n/λn) converges almost surely, as n→+∞. The limiting random variable has mean 1, and its distribution is characterised as the solution of a fixed point equation. In this paper, we consider a family of Galton–Watson processes (Zn(λ),n≥0) defined for λ ranging in an interval I⊂(1,∞), and where we interpret λ as the time (when n is the generation). The number of children of an individual at time λ is given by X(λ), where (X(λ))λ∈I is a càdlàg integer-valued process which is assumed to be almost surely non-decreasing and such that E(X(λ))=λ>1 for all λ∈I. This allows us to define Zn(λ) the number of elements in the nth generation at time λ. Set Wn(λ)=Zn(λ)/λn for all n≥0 and λ∈I. We prove that, under some moment conditions on the process X, the sequence of processes (Wn(λ),λ∈I)n≥0 converges in probability as n tends to infinity in the space of càdlàg processes equipped with the Skorokhod topology to a process, which we characterise as the solution of a fixed point equation.
Databáze: OpenAIRE