Exact convergence rate in the central limit theorem for a branching process with immigration in a random environment

2022/03/29 by Chun Mao Huang, R. Zhang, Huang, C. +3
Mathematics · Computer Science · #Stochastic processes and statistical mechanics #Random Matrices and Applications #Bayesian Methods and Mixture Models

paper · pdf · doi:10.48550/arxiv.2203.15327

Abstract

Let (Zn) be a branching process with immigration in an independent and identically distributed random environment. Under necessary moment conditions, we show the exact convergence rate in the central limit theorem on logZn by using the convergence rates of the logarithm of submartingale and the result of the corresponding random walk on the Berry-Esseen bound.

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