A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

DOI10.3150/22-BEJ1470MaRDI QIDQ2108497zbMATH OpenFDO

Authors Bastien Mallein, Quan Shi

Publication date 19 December 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.07919, https://projecteuclid.org/journals/bernoulli/volume-29/issue-1/A-necessary-and-sufficient-condition-for-the-convergence-of-the/10.3150/22-BEJ1470.full

zbMATH Keywords

branching Lévy processderivative martingaleLévy processperpetual integralspinal decomposition

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L'evy process, and its law is characterized by a triplet $(sigm{a}^2,a,Lambda)$. We obtain a necessary and sufficient condition for the convergence of the derivative martingale of such a process to a non-trivial limit in terms of $(sigm{a}^2,a,Lambda)$. This extends previously known results on branching Brownian motions and branching random walks. To obtain this result, we rely on the spinal decomposition and establish a novel zero-one law on the perpetual integrals of centred L'evy processes conditioned to stay positive.

Recommendations

• Biggins' martingale convergence for branching Lévy processes
• A necessary and sufficient condition for the nontrivial limit of the derivative martingale in a branching random walk
• 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale
• On the derivative martingale in a branching random walk
• Conditional L^1-convergence for the martingale of a critical branching process in random environment

Cites work

• A characterization of the finiteness of perpetual integrals of Lévy processes
• A conditional limit theorem for the frontier of a branching Brownian motion
• A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
• A necessary and sufficient condition for the nontrivial limit of the derivative martingale in a branching random walk
• A note on branching Lévy processes
• A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes
• A short note on the conditional Borel-Cantelli lemma
• Application of brownian motion to the equation of kolmogorov-petrovskii-piskunov
• Asymptotics of self-similar growth-fragmentation processes
• Biggins' martingale convergence for branching Lévy processes
• Compensated fragmentation processes and limits of dilated fragmentations
• Conceptual proofs of L L criteria for mean behavior of branching processes
• Convergence in law of the minimum of a branching random walk
• DISCRETIZATION METHODS FOR HOMOGENEOUS FRAGMENTATIONS
• Fixed points of the smoothing transform: the boundary case
• Genealogy of the extremal process of the branching random walk
• Homogeneous fragmentation processes
• scientific article; zbMATH DE number 4064209 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 3438200 (Why is no real title available?)
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 975607 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Infinitely ramified point measures and branching Lévy processes
• Limit theorem for derivative martingale at criticality w.r.t. branching Brownian motion
• Martingale convergence in the branching random walk
• Measure change in multitype branching
• On Lévy processes conditioned to stay positive
• Perpetual integrals for Lévy processes
• Probability tilting of compensated fragmentations
• Probability. Theory and examples.
• Self-similar solutions of kinetic-type equations: the boundary case
• Some applications of duality for Lévy processes in a half-line
• Spatial growth of a branching process of particles living in \(R^ n\).
• Stability of the overshoot for Lévy processes
• Sur certaines martingales de Benoit Mandelbrot
• Survival probability of the branching random walk killed below a linear boundary
• The critical barrier for the survival of branching random walk with absorption
• The empirical mean position of a branching Lévy process
• The Seneta-Heyde scaling for the branching random walk

Cited in

(9)

• On the necessity of the conditional Lindeberg condition for normal convergence of martingales
• Biggins' martingale convergence for branching Lévy processes
• Derivative martingale of the branching Brownian motion in dimension \(d\ge 1\)
• A necessary and sufficient condition for the nontrivial limit of the derivative martingale in a branching random walk
• A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes
• Maximal displacement of spectrally negative branching Lévy processes
• The leftmost particle of branching subordinators
• Convergence of the derivative martingale for the branching random walk in time-inhomogeneous random environment
• Local properties for 1-dimensional critical branching Lévy process

This page was built for publication: A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108497)