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Mathematics > Probability

Title: Wasserstein-$1$ distance and nonuniform Berry-Esseen bound for a supercritical branching process in a random environment

Abstract: Let $ (Z_{n})_{n\geq 0} $ be a supercritical branching process in an independent and identically distributed random environment. We establish an optimal convergence rate in the Wasserstein-$1$ distance for the process $ (Z_{n})_{n\geq 0} $, which completes a result of Grama et al. [Stochastic Process. Appl., 127(4), 1255-1281, 2017]. Moreover, an exponential nonuniform Berry-Esseen bound is also given. At last, some applications of the main results to the confidence interval estimation for the criticality parameter and the population size $Z_n$ are discussed.
Comments: Corrected typos, updated publication information. 19 pages, published in "Journal of Mathematical Research with Applications" (ISSN: 2095-2651), 2023, 43(6): 737-753
Subjects: Probability (math.PR); Statistics Theory (math.ST)
MSC classes: 60J80, 60K37, 60F05, 62E20
Cite as: arXiv:2307.01084 [math.PR]
  (or arXiv:2307.01084v2 [math.PR] for this version)

Submission history

From: Yinna Ye [view email]
[v1] Mon, 3 Jul 2023 15:06:21 GMT (21kb)
[v2] Mon, 4 Dec 2023 08:15:39 GMT (21kb)

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