Functional limit theorems for random Lebesgue–Stieltjes convolutions

Abstract

We prove joint functional limit theorems in the Skorokhod space equipped with the $J_1$-topology for successive Lebesgue–Stieltjes convolutions of nondecreasing stochastic processes with themselves. These convolutions arise naturally in coupled branching random walks, where the displacements of individuals relative to their mother’s position are given by the underlying point process rather than its copy. Surprisingly, the numbers of individuals in the $j$th generation, with positions less than or equal to $t$, exhibit remarkably similar distributional behavior in both standard branching random walks and coupled branching random walks as $t$ tends to infinity.