Stable-like fluctuations of Biggins' martingales

DOI10.1016/J.SPA.2018.11.022zbMATH Open1448.60172arXiv1709.07362OpenAlexW2963150439MaRDI QIDQ2010487FDOQ2010487

Konrad Kolesko, Matthias Meiners, Alexander Iksanov

Publication date: 27 November 2019

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

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.

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

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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)

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Cited In (9)

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

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