On Seneta-Heyde Scaling for a stable branching random walk

ADVANCES IN APPLIED PROBABILITY(2018)

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摘要
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 alpha-stable law with 1 < alpha < 2. We prove that the derivative martingale D-n converges to a nontrivial limit D-infinity under some regular conditions. We also study the additive martingale W-n and prove that n(1/alpha) W-n converges in probability to a constant multiple of D-infinity.
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关键词
Branching random walk,domain of attraction,Seneta-Hedye scaling,stable distribution,derivative martingale,additive martingale
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