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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
Abstract:
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.
Keywords:
Supercritical branching random walk, weighted branching process, martingale, random series, $L_p$-convergence, Burkholder's inequality.
Citation:
G. Alsmeyer, A. Iksanov, S. Polotskiy, U. Rösler, “Exponential rate of $L_p$-convergence of intrinsic martingales in supercritical branching random walks”, Theory Stoch. Process., 15(31):2 (2009), 1–18
Linking options:
https://www.mathnet.ru/eng/thsp82 https://www.mathnet.ru/eng/thsp/v15/i2/p1
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