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

DOI10.1016/J.JMAA.2019.07.017zbMATH Open1440.60078arXiv1903.00524OpenAlexW2954986304WikidataQ127552553 ScholiaQ127552553MaRDI QIDQ2320157FDOQ2320157

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)

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.

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

Recommendations

• Convergence of complex martingales in the branching random walk: the boundary
• Fluctuations of Biggins' martingales at complex parameters
• Exponential rate of \(L_p\)-convergence of intrinsic martingales in supercritical branching random walks
• Uniform convergence of martingales in the branching random walk
• A central limit theorem and a law of the iterated logarithm for the Biggins martingale of the supercritical branching random walk

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)

Cites Work

• Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
• Title not available (Why is that?)
• Uniform convergence of martingales in the branching random walk
• Seneta-Heyde norming in the branching random walk
• Title not available (Why is that?)
• Martingale convergence in the branching random walk
• Title not available (Why is that?)
• On generalized multiplicative cascades
• The Seneta-Heyde scaling for the branching random walk
• Elementary fixed points of the BRW smoothing transforms with infinite number of summands
• Title not available (Why is that?)
• Asymptotic properties of supercritical branching processes I: The Galton-Watson process
• Lindley-type equations in the branching random walk
• A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees
• Convergence of complex martingales in the branching random walk: the boundary
• A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
• The phase diagram of the complex branching Brownian motion energy model
• Fluctuations of Biggins' martingales at complex parameters
• 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale
• Absolute continuity of complex martingales and of solutions to complex smoothing equations
• Exponential rate of \(L_p\)-convergence of intrinsic martingales in supercritical branching random walks

Cited In (10)

• Asymptotic expansions in the central limit theorem for a branching Wiener process
• Absolute continuity of complex martingales and of solutions to complex smoothing equations
• Large and moderate deviations for a -valued branching random walk with a random environment in time
• Fluctuations of Biggins' martingales at complex parameters
• 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
• 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 martingale for a branching random walk in a time random environment
• Convergence of complex martingales in the branching random walk: the boundary
• Biggins' martingale convergence for branching Lévy processes

This page was built for publication: On \(L^p\)-convergence of the Biggins martingale with complex parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2320157)