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Asymptotics of fluctuations in Crump‒Mode‒Jagers processes: the lattice case

Part of: Markov processes Limit theorems

Published online by Cambridge University Press:  01 February 2019

Svante Janson
Svante Janson*
Affiliation:
Uppsala University
*
Department of Mathematics, Uppsala University, PO Box 480, SE-751 06 Uppsala, Sweden.
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Abstract

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Consider a supercritical Crump‒Jagers process in which all births are at integer times (the lattice case). Let μ̂(z) be the generating function of the intensity of the offspring process, and consider the complex roots of μ̂(z)=1. The root of smallest absolute value is e-α=1∕m, where α>0 is the Malthusian parameter; let γ* be the root of second smallest absolute value. Subject to some technical conditions, the second-order fluctuations of the age distribution exhibit one of three types of behaviour: (i) when γ*>e-α∕2=m-1∕2, they are asymptotically normal; (ii) when γ*=e-α∕2, they are still asymptotically normal, but with a larger variance; and (iii) when γ*<e-α∕2, the fluctuations are in general oscillatory and (degenerate cases excluded) do not converge in distribution. This trichotomy is similar to what has been observed in related situations, such as some other branching processes and for Pólya urns. The results lead to a symbolic calculus describing the limits. The asymptotic results also apply to the total of other (random) characteristics of the population.

Keywords

Crump‒Mode‒Jagers processage distribution

MSC classification

Primary: 60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Secondary: 60F05: Central limit and other weak theorems
Type
Original Article
Information
Advances in Applied Probability , Volume 50 , Issue A: Branching and Applied Probability , December 2018 , pp. 141 - 171
Copyright
Copyright © Applied Probability Trust 2018 

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