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 -stable law with . We prove that the derivative martingale converges to a non-trivial limit under some regular conditions. We also study the additive martingale , and prove converges in probability to a constant multiple of .
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}
}