On the derivative martingale in a branching random walk (Q2039429)

The authors show that the limit variable \(Z\) of the derivative Martingale associated with a supercritical branching random walk on the real line satisfies \(\mathbb{E} Z\mathbf{1}_{\{Z\le x\}}= \log x+ o(\log x)\) as \(x\to\infty\). Necessary and sufficient conditions are given under which \(\mathbb{E}Z\mathbf{1}_{\{Z\le x\}}=\log x+\text{const}+ o(1)\) as \(x\to\infty\). This is then used to prove distributional limit theorems quantifying the rate of convergence of the derivative martingale. The tail behavior of \(Z\) is studied via its Laplace transform. The key is the proof of a representation of subharmonic functions of at most linear growth for killed centered standard random walks with finite variance. It turns out that such functions do in fact grow linearly. They occur as solutions of a type of Poisson equation which, in particular, holds for the Laplace transform of \(Z\). In an appendix some helpful facts on slowly varying functions, standard random walks, Lebesgue integrable, and directly Riemann integrable functions are collected.