Convergence in Lp and its exponential rate for a branching process in a random environment

被引:21
作者
Huang, Chunmao [1 ]
Liu, Quansheng [2 ,3 ]
机构
[1] Harbin Inst Technol Weihai, Dept Math, Weihai 264209, Peoples R China
[2] Univ Bretagne Sud, UMR 6205, LMBA, F-56000 Vannes, France
[3] Changsha Univ Sci & Technol, Coll Math & Comp Sci, Changsha 410004, Hunan, Peoples R China
基金
中国国家自然科学基金;
关键词
branching process; varying environment; random environment; moments; exponential convergence rate; L-p convergence; LARGE DEVIATIONS;
D O I
10.1214/EJP.v19-3388
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a supercritical branching process (Z(n)) in a random environment xi. Let W be the limit of the normalized population size W-n = Z(n)/E[Z(n)|xi]. We first show a necessary and sufficient condition for the quenched L-p (p > 1) convergence of (W-n), which completes the known result for the annealed L-p convergence. We then show that the convergence rate is exponential, and we find the maximal value of rho > 1 such that rho(n)(W - W-n) --> 0 in L-p, in both quenched and annealed sense. Similar results are also shown for a branching process in a varying environment.
引用
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页数:22
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