The almost sure limits of the minimal position and the additive martingale in a branching random walk

DOI10.1007/S10959-013-0494-ZzbMATH Open1329.60064OpenAlexW2092019807MaRDI QIDQ495703FDOQ495703

Authors Yueyun Hu 

Publication date 15 September 2015

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.5309

zbMATH Keywords

additive martingalebranching random walkminimal positionalmost sure limitsintegral tests

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Consider a real-valued branching random walk in the boundary case. Using the techniques developed by A"id'ekon and Shi [5], we give two integral tests which describe respectively the lower limits for the minimal position and the upper limits for the associated additive martingale.

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Cited In (5)

• Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
• The Seneta-Heyde scaling for the branching random walk
• Favorite sites of randomly biased walks on a supercritical Galton-Watson tree
• Limit theorems for the minimal position in a branching random walk with independent logconcave displacements
• The minimum of a branching random walk outside the boundary case

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