Asymptotic fluctuations in supercritical Crump-Mode-Jagers processes
Abstract
Consider a supercritical Crump--Mode--Jagers process ( Zt)t ≥ 0 counted with a random characteristic . Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that, under some mild assumptions, e-α t Zt converges almost surely as t ∞ to aW. Here, α>0 is the Malthusian parameter, a is a constant and W is the limit of Nerman's martingale, which is positive on the survival event. In this general situation, under additional (second moment) assumptions, we prove a central limit theorem for ( Zt)t ≥ 0. More precisely, we show that there exist a constant k ∈ N0 and a function H(t), a finite random linear combination of functions of the form tj eλ t with α/2 ≤ Re(λ)<α, such that ( Zt - a eα tW -H(t))/tk eα t converges in distribution to a normal random variable with random variance. This result unifies and extends various central limit theorem-type results for specific branching processes.
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