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- W4300469306 abstract "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 recent topic. Assuming that certain sufficient conditions for the convergence of the martingales to non-degenerate limits hold, we investigate the fluctuations of the martingales around their limits. We discover three different regimes. First, we show that for parameters with small absolute values, the fluctuations are Gaussian and the limit laws are scale mixtures of the real or complex standard normal laws. We also cover the boundary of this phase. Second, we find a region in the parameter space in which the martingale fluctuations are determined by the extremal positions in the branching random walk. Finally, there is a critical region (typically on the boundary of the set of parameters for which the martingales converge to a non-degenerate limit) where the fluctuations are stable-like and the limit laws are the laws of randomly stopped L'evy processes satisfying invariance properties similar to stability." @default.
- W4300469306 created "2022-10-03" @default.
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- W4300469306 date "2018-06-26" @default.
- W4300469306 modified "2023-09-30" @default.
- W4300469306 title "Fluctuations of Biggins' martingales at complex parameters" @default.
- W4300469306 doi "https://doi.org/10.48550/arxiv.1806.09943" @default.
- W4300469306 hasPublicationYear "2018" @default.
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