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JOURNALS // Matematicheskie Trudy // Archive

Mat. Tr., 2002 Volume 5, Number 1, Pages 18–45 (Mi mt97)

This article is cited in 7 papers

The Rate of Convergence for Weighted Branching Processes

V. A. Vatutina, U. Röslerb, V. A. Topchiic

a Steklov Mathematical Institute, Russian Academy of Sciences
b Christian-Albrechts-Universität
c Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science

Abstract: We consider a normed branching process $W_n$, generalizing the classical Galton–Watson model, in which particles have random weights (not necessarily positive). It is assumed that the weight of the parent particle is included into the weight of each of its offspring as a factor. The convergence rate of $W_n$ to its limit $W$ is evaluated. We give conditions in terms of the factors such that $W$ belongs to the domain of attraction (or to the domain of normal attraction) of an $\alpha$-stable distribution with $\alpha\in(1,2]$.

Key words: weighted branching process, limit theorems, rate of convergence, domains of attraction and normal attraction of stable distributions.

UDC: 519.21

Received: 20.08.2001


 English version:
Siberian Advances in Mathematics, 2002, 12:4, 57–82

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