368 research outputs found
Rate of convergence for polymers in a weak disorder
We consider directed polymers in random environment on the lattice Z d at
small inverse temperature and dimension d 3. Then, the normalized
partition function W n is a regular martingale with limit W. We prove that n
(d--2)/4 (W n -- W)/W n converges in distribution to a Gaussian law. Both the
polynomial rate of convergence and the scaling with the martingale W n are
different from those for polymers on trees
Exact convergence rates in central limit theorems for a branching random walk with a random environment in time
Chen [Ann. Appl. Probab. {\bf 11} (2001), 1242--1262] derived exact
convergence rates in a central limit theorem and a local limit theorem for a
supercritical branching Wiener process.We extend Chen's results to a branching
random walk under weaker moment conditions. For the branching Wiener process,
our results sharpen Chen's by relaxing the second moment condition used by Chen
to a moment condition of the form \E X (\ln^+X )^{1+\lambda}< \infty. In the
rate functions that we find for a branching random walk, we figure out some new
terms which didn't appear in Chen's work.The results are established in the
more general framework, i.e. for a branching random walk with a random
environment in time.The lack of the second moment condition for the offspring
distribution and the fact that the exponential moment does not exist
necessarily for the displacements make the proof delicate; the difficulty is
overcome by a careful analysis of martingale convergence using a truncating
argument. The analysis is significantly more awkward due to the appearance of
the random environment.Comment: Corrected version of https://hal.archives-ouvertes.fr/hal-01095105.
arXiv admin note: text overlap with arXiv:1504.01181 by other author
Convergence in and its exponential rate for a branching process in a random environment
We consider a supercritical branching process in a random environment
. Let be the limit of the normalized population size
. We first show a necessary and sufficient condition for
the quenched () convergence of , which completes the known
result for the annealed convergence. We then show that the convergence
rate is exponential, and we find the maximal value of such that
in , in both quenched and annealed sense.
Similar results are also shown for a branching process in a varying
environment
Limit theorems for decomposable branching processes in a random environment
We study the asymptotics of the survival probability for the critical and
decomposable branching processes in random environment and prove Yaglom type
limit theorems for these processes. It is shown that such processes possess
some properties having no analogues for the decomposable branching processes in
constant environmentComment: 21 page
Moments, moderate and large deviations for a branching process in a random environment
Let be a supercritical branching process in a random environment
, and be the limit of the normalized population size
. We show large and moderate deviation principles
for the sequence (with appropriate normalization). For the proof,
we calculate the critical value for the existence of harmonic moments of ,
and show an equivalence for all the moments of . Central limit theorems
on and are also established
- …