English

Convergence of complex martingales in the branching random walk: the boundary

Probability 2016-11-17 v1

Abstract

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in dd-dimensional supercritical branching random walks at complex parameters λ\lambda from an open set ΛCd\Lambda \subseteq \mathbb{C}^d. We investigate the martingales corresponding to parameters from the boundary Λ\partial \Lambda of Λ\Lambda. The boundary can be decomposed into several parts. There may be a part of the boundary, on which the martingales do not exist, on other parts it exists, but diverges or vanishes in the limit. In the remaining part, there is convergence to a non-degenerate limit. The arguments that give this convergence also apply in Λ\Lambda and require weaker moment assumptions than the ones used by Biggins.

Keywords

Cite

@article{arxiv.1611.05220,
  title  = {Convergence of complex martingales in the branching random walk: the boundary},
  author = {Konrad Kolesko and Matthias Meiners},
  journal= {arXiv preprint arXiv:1611.05220},
  year   = {2016}
}

Comments

12 pages, 2 figures