The Seneta-Heyde scaling for supercritical super-Brownian motion (Q6596239)

As the first step, the authors introduce a branching Brownian motion (BBM) that can be defined as follows. Initially, there is a single particle at the origin. It lives an exponential amount of time with parameter \(1\). Each particle moves according to a Brownian motion with drift \(1\) during its lifetime and then splits into a random number of new particles. These new particles start the same process from their place of birth behaving independently of the others. The system goes on indefinitely, unless there is no particle at some time. It is assumed that the BBM is supercritical. Then the authors consider one-dimensional supercritical super-Brownian motions. A super-Brownian motion arises as the high density limit of BBMs or branching random walks. Then the branching mechanism is described, and basing on these preliminaries, the additive martingale \(W_t (\lambda)\) and the derivative martingale \(\partial W_t (\lambda)\) for one-dimensional supercritical super-Brownian motions with general branching mechanism are considered. In the critical case \(\lambda = \lambda_0\), the additive martingale \(W_t (\lambda_0)\) converges to 0 as \(t\to\infty\). \N\NThe goal of this paper is to find the rate at which \(W_t (\lambda_0)\) converges to \(0\). It is proved that \(\sqrt{t}W_t (\lambda_0)\) converges in probability to a positive limit, which is a constant multiple of the almost sure limit \(\partial W_\infty (\lambda_0)\) of the derivative martingale \(\partial W_t (\lambda_0)\). It is also proved that, on the survival event, \(\limsup_{t\to \infty} \sqrt{t}W_t (\lambda_0)=\infty\) almost surely. It is explained how the obtained results relate to the Seneta-Heyde scaling and norming for the branching random walk.