Uniform convergence of martingales in the branching random walk

Uniform convergence of martingales in the branching random walk

by J.D.Biggins

Ann. Probab. (1992), 20, 137-151.

1991 Mathematics Subject Classification: 60J80

Abstract

In a discrete time supercritical branching random walk let \Zn be the point process formed by the \nth\ generation. Let \ml be the Laplace transform of the intensity measure of \Zo. Then $\Wnl = \int e^{- \lambda x} \Zn(dx)/\ml^{n}$, which is the Laplace transform of \Zn normalized by its expected value, forms a martingale for any $\lambda$ with $|\ml|$ finite but non-zero. The convergence of these martingales uniformly in $\lambda$, for $\lambda$ lying in a suitable set, is the first main result of this paper. This will imply that, on that set, the martingale limit \Wl is actually an analytic function of \la. The uniform convergence results are used to obtain extensions of known results on the growth of $\Zn(nc+D)$ with $n$, for bounded intervals $D$ and fixed $c$. This forms the second part of the paper, where local large deviation results for \Zn which are uniform in $c$ are considered. Finally similar results, both on martingale convergence and uniform local large deviations, are also obtained for continuous time models including branching Brownian motion.

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Other publications by J.D. Biggins

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