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Theory of Stochastic Processes, 2009, Volume 15(31), Issue 2, Pages 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
References:
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.
Funding agency Grant number
Deutsche Forschungsgemeinschaft 436UKR 113/93/0-1
A.Iksanov, S. Polotskiy, and U. Rösler were supported by the German Research Foundation (project No. 436UKR 113/93/0-1). The research leading to the present paper has been mainly conducted during visits to University of Kiev (Rösler), to University of Kiel (Iksanov and Polotskiy), and to University of Münster (Iksanov). The financial support obtained from these institutions is gratefully acknowledged.
Bibliographic databases:
Document Type: Article
MSC: Primary 60G42, 60J80; Secondary 60E99
Language: English
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
Citation in format AMSBIB
\Bibitem{AlsPolRos09}
\by G.~Alsmeyer, A.~Iksanov, S.~Polotskiy, U.~R\"osler
\paper Exponential rate of $L_p$-convergence of intrinsic martingales in supercritical branching random walks
\jour Theory Stoch. Process.
\yr 2009
\vol 15(31)
\issue 2
\pages 1--18
\mathnet{http://mi.mathnet.ru/thsp82}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2598524}
\zmath{https://zbmath.org/?q=an:1224.60086}
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