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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2009, том 15(31), выпуск 2, страницы 1–18 (Mi thsp82)

Exponential rate of $L_p$-convergence of intrinsic martingales in supercritical branching random walks

G. Alsmeyera, A. Iksanovb, S. Polotskiyb, U. Röslerc

a Institut für Mathematische Statistik, Westfälische Wilhelms-Universität Münster, Einsteinstraße 62, D-48149 Münster, Germany
b Faculty of Cybernetics, National T. Shevchenko University of Kiev, 01033 Kiev, Ukraine
c Mathematisches Seminar, Christian-Albrechts-Universität zu Kiel, Ludewig-MeynStr. 4, D-24098 Kiel, Germany

Аннотация: Let $W_n, n\in\mathbb{N}_{0}$ be an intrinsic martingale with almost sure limit $W$ in a supercritical branching random walk. We provide criteria for the $L_p$-convergence of the series $\sum_{n\ge 0} e^{an}(W-W_n)$ for $p>1$ and $a>0$. The result may be viewed as a statement about the exponential rate of convergence of ${\mathbb E} |W-W_n|^p$ to zero.

Ключевые слова: Supercritical branching random walk, weighted branching process, martingale, random series, $L_p$-convergence, Burkholder's inequality.

MSC: Primary 60G42, 60J80; Secondary 60E99

Язык публикации: английский



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