The Rate of Convergence for Weighted Branching Processes

نویسندگان

  • Uwe Rösler
  • Valentin Topchii
چکیده

Let the martingale Wn = Zn mn , where Zn is a weighted branching process and m = E ∑ i Ti is the expected sum of the = factors Ti, converge to some limiting random variable W . We give conditions in terms of the factors such that W belongs to the domain of attraction or to the domain of normal attraction of an = α–stable distribution with 1 < α ≤ 2. Further the rate of convergence of Wn to W is evaluated in the sense Wn − W correctly normalized converges to a nondegenerate random variable.

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تاریخ انتشار 2006