On Seneta-Heyde Scaling for a stable branching random walk

preprint2016arXivOpen access

Abstract

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 αα-stable law with 1<α<21<α<2. We prove that the derivative martingale DnD_n converges to a non-trivial limit D∞D_\infty under some regular conditions. We also study the additive martingale WnW_n, and prove n1αWnn^\frac{1}αW_n converges in probability to a constant multiple of D∞D_\infty.

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