On Seneta–Heyde scaling for a stable branching random walk

DOI10.1017/apr.2018.25zbMath1431.60096arXiv1610.03575OpenAlexW2963034579MaRDI QIDQ5215015

Publication date: 5 February 2020

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.03575

zbMATH Keywords

domain of attraction branching random walk stable distribution additive martingale derivative martingale Seneta-Hedye scaling

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (2)

Critical survival barrier for branching random walk ⋮ A revisited proof of the Seneta-Heyde norming for branching random walks under optimal assumptions

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