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On the rate of convergence of a regular martingale related to the branching random walk

Aleksander Iksanov

math.PRarXiv:math/0604440

Abstract

Let n, n=0,1,... be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale Wn related to n is regular, and W is a limit random variable. Let a(x) be a nonnegative function which regularly varies at infinity, with exponent greater than -1. The paper presents sufficient conditions of the almost sure convergence of the series Σn=1∞a(n)(W-Wn). Also we establish a criterion of finiteness of W+ W a(+W) and +|| a(+||), where :=Q1+Σn=2∞ M1... Mn Qn+1, and (Mn, Qn) are independent identically distributed random vectors, not necessarily related to n.

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