Seneta-Heyde norming in the branching random walk
Biggins, J. D. ; Kyprianou, A. E.
Ann. Probab., Tome 25 (1997) no. 4, p. 337-360 / Harvested from Project Euclid
In the discrete-time supercritical branching random walk, there is a Kesten-Stigum type result for the martingales formed by the Laplace transform of the $n$th generation positions. Roughly, this says that for suitable values of the argument of the Laplace transform the martingales converge in mean provided an "$X \log X$" condition holds. Here it is established that when this moment condition fails, so that the martingale ..converges to zero, it is possible to find a (Seneta-Heyde) renormalization of the martingale that converges in probability to a finite nonzero limit when the process survives. As part of the proof, a Seneta-Heyde renormalization of the general (Crump-Mode-Jagers) branching process is obtained; in this case the convergence holds almost surely. The results rely heavily on a detailed study of the functional equation that the Laplace transform of the limit must satisfy.
Publié le : 1997-01-14
Classification:  Martingales,  functional equations,  Seneta-Heyde norming,  branching random walk,  60J80
@article{1024404291,
     author = {Biggins, J. D. and Kyprianou, A. E.},
     title = {Seneta-Heyde norming in the branching random walk},
     journal = {Ann. Probab.},
     volume = {25},
     number = {4},
     year = {1997},
     pages = { 337-360},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1024404291}
}
Biggins, J. D.; Kyprianou, A. E. Seneta-Heyde norming in the branching random walk. Ann. Probab., Tome 25 (1997) no. 4, pp.  337-360. http://gdmltest.u-ga.fr/item/1024404291/