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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

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

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

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.

Probability · Mathematics 2012-03-16 Basile de Loynes

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 a seminal paper Biggins and Kyprianou \cite{BKy04} proved the existence of a non degenerate limit for the {\it Derivative martingale} of the branching random walk. As shown in \cite{Aid11} and \cite{Mad11}, this is an object of central…

Probability · Mathematics 2016-06-14 Thomas Madaule

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

We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion.

Probability · Mathematics 2024-12-20 P. J. Fitzsimmons

A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.

Probability · Mathematics 2021-11-25 Joe Ghafari

We present an easy proof of Polya's theorem on random walks: with the probability one a random walk on the two-dimensional lattice returns to the starting point.

Combinatorics · Mathematics 2018-03-05 Yury Kochetkov

We consider the simple random walk on the graph corresponding to a Penrose tiling. We prove that the path distribution of the walk converges weakly to that of a non-degenerate Brownian motion for almost every Penrose tiling with respect to…

Probability · Mathematics 2014-07-08 Zs. Bartha , A. Telcs

Suppose that $(X,Y,Z)$ is a random walk in $\mathbb{Z}^3$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $\pm 1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a…

Probability · Mathematics 2014-03-07 Yuval Peres , Bruno Schapira , Perla Sousi

Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…

Probability · Mathematics 2007-05-23 Aleksander Iksanov

We consider a branching random walk on the line. Biggins and Kyprianou [6] proved that, in the boundary case, the associated derivative martingale converges almost surly to a finite nonnegative limit, whose law serves as a fixed point of a…

Probability · Mathematics 2014-02-25 Xinxin Chen

This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…

Probability · Mathematics 2018-05-07 Daniela Bertacchi , Fabio Zucca

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

Probability · Mathematics 2018-08-17 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$ and $\tilde Z_n(t)=\int…

Probability · Mathematics 2015-04-07 Xiaoqiang Wang , Chunmao Huang

We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…

Probability · Mathematics 2015-03-19 Naoki Kubota

In this article it is shown that the Brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete $n$-vertex ordered graph trees whose search-depth functions converge to the Brownian…

Probability · Mathematics 2012-10-24 David Croydon

Let $(W_n(\theta))_{n\in\mathbb N_0}$ be the Biggins martingale associated with a supercritical branching random walk and denote by $W_\infty(\theta)$ its limit. Assuming essentially that the martingale $(W_n(2\theta))_{n\in\mathbb N_0}$ is…

Probability · Mathematics 2016-01-14 Alexander Iksanov , Zakhar Kabluchko
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