English

On Seneta-Heyde Scaling for a stable branching random walk

Probability 2016-10-13 v1

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 α\alpha-stable law with 1<α<21<\alpha<2. We prove that the derivative martingale DnD_n converges to a non-trivial limit DD_\infty under some regular conditions. We also study the additive martingale WnW_n, and prove n1αWnn^\frac{1}{\alpha}W_n converges in probability to a constant multiple of DD_\infty.

Keywords

Cite

@article{arxiv.1610.03575,
  title  = {On Seneta-Heyde Scaling for a stable branching random walk},
  author = {Hui He and Jingning Liu and Mei Zhang},
  journal= {arXiv preprint arXiv:1610.03575},
  year   = {2016}
}