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Related papers: Fluctuations of Biggins' martingales at complex pa…

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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 $d$-dimensional supercritical branching random walks at complex…

Probability · Mathematics 2016-11-17 Konrad Kolesko , Matthias Meiners

Let $(W_{t}(\lambda))_{t\ge 0}$, parametrized by $\lambda\in\mathbb{R}$, be the additive martingale related to a supercritical super-Brownian motion on the real line and let $W_{\infty}(\lambda)$ be its limit. Under a natural condition for…

Probability · Mathematics 2024-03-29 Ting Yang

We consider a branching random walk in the non-boundary case where the additive martingale $W_n$ converges a.s. and in mean to some non-degenerate limit $W_\infty$. We first establish the joint tail distribution of $W_\infty$ and the global…

Probability · Mathematics 2025-04-23 Xinxin Chen , Loïc de Raphélis , Heng Ma

Let $(W_n(\theta))_{n \in \mathbb{N}_0}$ be Biggins' martingale associated with a supercritical branching random walk, and let $W(\theta)$ be its almost sure limit. Under a natural condition for the offspring point process in the branching…

Probability · Mathematics 2017-09-22 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

Probability · Mathematics 2014-05-20 Christian Böinghoff

We focus on the existence and characterization of the limit for a certain critical branching random walks in time-space random environment in one dimension which was introduced by M. Birnkenr et.al. Each particle performs simple random walk…

Probability · Mathematics 2013-06-28 Makoto Nakashima

We focus on the existence and its characterization of limit for a certain critical branching random walks in time-space random environment in 1 dimension which was introduced by Birkner et.al. Each particle performs simple random walk on…

Probability · Mathematics 2013-04-25 Makoto Nakashima

Infinite sums of i.i.d. random variables discounted by a multiplicative random walk are called perpetuities and have been studied by many authors. The present paper provides a log-type moment result for such random variables under minimal…

Probability · Mathematics 2008-04-08 Gerold Alsmeyer , Alexander Iksanov

The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…

Probability · Mathematics 2023-06-21 Bernard Bercu , Víctor Hugo Vázquez Guevara

A branching L\'evy process can be seen as the continuous-time version of a branching random walk. It describes a particle system on the real line in which particles move and reproduce independently in a Poissonian manner. Just as for L\'evy…

Probability · Mathematics 2019-05-21 Jean Bertoin , Bastien Mallein

In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…

Probability · Mathematics 2026-01-14 Adam Bowditch

We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…

Probability · Mathematics 2007-05-23 V. I. Afanasyev , J. Geiger , G. Kersting , V. A. Vatutin

We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…

Probability · Mathematics 2007-09-12 Marton Balazs , Firas Rassoul-Agha , Timo Seppalainen

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

Probability · Mathematics 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

Probability · Mathematics 2008-02-04 Piotr Milos

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

We study biased random walk on the infinite connected component of supercritical percolation on the integer lattice $\mathbb{Z}^d$ for $d\geq 2$. For this model, Fribergh and Hammond showed the existence of an exponent $\gamma$ such that:…

Probability · Mathematics 2022-05-10 Adam M. Bowditch , David A. Croydon

In this paper, we study the functional convergence in law of the fluctuations of the derivative martingale of branching random walk on the real line. Our main result strengthens the results of Buraczewski et. al. [Ann. Probab., 2021] and is…

Probability · Mathematics 2023-11-29 Haojie Hou , Yan-Xia Ren , Renming Song

In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…

Probability · Mathematics 2015-02-20 Sergio A. Almada Monter , Konatantinos Spiliopoulos

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…

Probability · Mathematics 2012-05-03 Alan Hammond
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