On Seneta-Heyde scaling for a stable branching random walk

DOI10.1017/APR.2018.25MaRDI QIDQ5215015zbMATH OpenOpenAlexFDO

Authors Hui He, Jing Ning Liu, Mei Zhang

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

additive martingalebranching random walkderivative martingaledomain of attractionSeneta-Hedye scalingstable distribution

Mathematics Subject Classification ID

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

Abstract: We consider a discrete-time branching random walk in the boundary case, where the associated random walk is in the domain of attraction of an $alpha$-stable law with $1<alpha<2$. We prove that the derivative martingale $D_n$ converges to a non-trivial limit $D_{i}nfty$ under some regular conditions. We also study the additive martingale $W_n$, and prove $n^{f}rac1alpha{W}_n$ converges in probability to a constant multiple of $D_{i}nfty$.

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Cited in

(10)

• Seneta-Heyde norming in the branching random walk
• On the derivative martingale in a branching random walk
• Critical survival barrier for branching random walk
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