Rate of convergence in the law of large numbers for supercritical general multi-type branching processes

Alexander Iksanov and Matthias Meiners

Stochastic Processes and their Applications, 2015, vol. 125, issue 2, 708-738

Abstract: We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded single-type process composed of all individuals having the same type as the ancestor. As an important intermediate step, we determine the (exact) polynomial rate of convergence of Nerman’s martingale in continuous time to its limit. The techniques used also allow us to give streamlined proofs of the weak and strong laws of large numbers and ratio convergence for the processes in focus.

Keywords: Markov renewal theory; Supercritical general multi-type branching process (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spa.2014.10.004

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