On L^p-convergence of the Biggins martingale with complex parameter

DOI10.1016/J.JMAA.2019.07.017MaRDI QIDQ2320157zbMATH OpenOpenAlexWikidataFDO

Authors Alexander Iksanov, Xingang Liang, Quansheng Liu

Publication date 21 August 2019

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.00524

zbMATH Keywords

complex parametersconvergence in \(L^p\)Biggins' martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) (L^p)-limit theorems (60F25)

Abstract: We prove necessary and sufficient conditions for the $L^p$-convergence, $p>1$, of the Biggins martingale with complex parameter in the supercritical branching random walk. The results and their proofs are much more involved (especially in the case $pin(1,2)$) than those for the Biggins martingale with real parameter. Our conditions are ultimate in the case $pgeq2$ only.

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Cited in

(11)

• Asymptotic expansions in the central limit theorem for a branching Wiener process
• Absolute continuity of complex martingales and of solutions to complex smoothing equations
• Fluctuations of Biggins' martingales at complex parameters
• Large and moderate deviations for a -valued branching random walk with a random environment in time
• scientific article; zbMATH DE number 975607 (Why is no real title available?)
• Exponential rate of \(L_p\)-convergence of intrinsic martingales in supercritical branching random walks
• Convergence of complex martingale for a branching random walk in an independent and identically distributed environment
• Convergence of complex martingale for a branching random walk in a time random environment
• 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
• Convergence of complex martingales in the branching random walk: the boundary
• Biggins' martingale convergence for branching Lévy processes

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