Stable-like fluctuations of Biggins' martingales

DOI10.1016/J.SPA.2018.11.022MaRDI QIDQ2010487zbMATH OpenOpenAlexFDO

Authors Alexander Iksanov, Konrad Kolesko, Matthias Meiners

Publication date 27 November 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.07362

zbMATH Keywords

martingalestable distributionautoregressive processbranching random walkBiggins' martingale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Let $(W_n(heta){)}_{ninmathbb{N}_0}$ be Biggins' martingale associated with a supercritical branching random walk, and let $W(heta)$ be its almost sure limit. Under a natural condition for the offspring point process in the branching random walk, we show that if the law of $W_1(heta)$ belongs to the domain of normal attraction of an $alpha$-stable distribution for some $alphain(1,2)$, then, as $noinfty$, there is weak convergence of the tail process $(W(heta)-W_{n-k}(heta){)}_{kinmathbb{N}_0}$, properly normalized, to a random scale multiple of a stationary autoregressive process of order one with $alpha$-stable marginals.

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Cited in

(13)

• Tail behavior of laws stable by random weighted mean
• Convergence of complex martingale for a branching random walk in an independent and identically distributed environment
• Gaussian fluctuations for the directed polymer partition function in dimension \(d\ge 3\) and in the whole \(L^2\)-region
• A central limit theorem and a law of the iterated logarithm for the Biggins martingale of the supercritical branching random walk
• Limit theorems for a branching random walk in a random or varying environment
• On the law of terminal value of additive martingales in a remarkable branching stable process
• Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk
• $1$-stable fluctuation of the derivative martingale of branching random walk
• Stable central limit theorems for super Ornstein-Uhlenbeck processes
• Gaussian fluctuations and a law of the iterated logarithm for Nerman's martingale in the supercritical general branching process
• Fluctuations of Biggins' martingales at complex parameters
• Regular variation of fixed points of the smoothing transform
• 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale

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