Fluctuations of the additive martingales related to super-Brownian motion

Ting Yang

Published 2024-03-28Version 1

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 the martingale limit to be non-degenerate, we investigate the rate at which the martingale approaches its limit. Indeed, assuming certain moment conditions on the branching mechanism, we show that the tail martingale $W_{\infty}(\lambda)-W_{t}(\lambda)$, properly normalized, converges in distribution to a non-degenerate random variable, and we identify the limit laws. We find that, for parameters with small absolute value, the fluctuations are affected by the behaviour of the branching mechanism $\psi$ around $0$. In fact, we prove that, in the case of small $|\lambda|$, when $\psi$ is secondly differentiable at $0$, the limit laws are scale mixtures of the standard normal laws, and when $\psi$ is `stable-like' near $0$ in some proper sense, the limit laws are scale mixtures of the stable laws. However, the effect of the branching mechanism is limited in the case of large $|\lambda|$. In the latter case, we show that the fluctuations and limit laws are determined by the limiting extremal process of the super-Brownian motion.