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

07/03/2023
by   Hao Wu, et al.
0

Let (Z_n)_n≥ 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≥ 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.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
04/01/2019

Gaussian approximation for empirical barycenters

In this work we consider Wasserstein barycenters (average in Wasserstein...
research
02/11/2017

Gromov-Hausdorff limit of Wasserstein spaces on point clouds

We consider a point cloud X_n := { x_1, ..., x_n } uniformly distributed...
research
07/22/2018

On the rate of convergence of empirical measure in ∞-Wasserstein distance for unbounded density function

We consider a sequence of identically independently distributed random s...
research
01/18/2021

Wasserstein Convergence Rate for Empirical Measures of Markov Chains

We consider a Markov chain on ℝ^d with invariant measure μ. We are inter...
research
05/19/2022

Comparison on the criticality parameters for two supercritical branching processes in random environments

Let {Z_1,n , n≥ 0} and {Z_2,n, n≥ 0} be two supercritical branching proc...
research
02/17/2020

Estimating processes in adapted Wasserstein distance

A number of researchers have independently introduced topologies on the ...
research
11/05/2022

Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data

Convex PCA, which was introduced by Bigot et al., is a dimension reducti...

Please sign up or login with your details

Forgot password? Click here to reset