arXiv:1402.5864 [math.PR]AbstractReferencesReviewsResources
A necessary and sufficient condition for the non-trivial limit of the derivative martingale in a branching random walk
Published 2014-02-24Version 1
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 smoothing transformation (Mandelbrot's cascade). In the present paper, we give a necessary and sufficient condition for the non-triviality of this limit and establish a Kesten-Stigum-like result.
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1601.01656 [math.PR] (Published 2016-01-07)
Branching Random Walks, Stable Point Processes and Regular Variation
arXiv:1607.05501 [math.PR] (Published 2016-07-19)
A short proof of the asymptotic of the minimum of the branching random walk after time $n$
arXiv:1602.08997 [math.PR] (Published 2016-02-29)
Scaling limit and ageing for branching random walk in Pareto environment