The Seneta-Heyde scaling for supercritical super-Brownian motion

Haojie Hou, Yan Xia Ren, Renming Song

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the additive martingale Wt (λ) and the derivative martingale ∂Wt (λ) for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case λ = λ0, we prove that √tWt (λ0) converges in probability to a positive limit, which is a constant multiple of the almost sure limit ∂W∞(λ0) of the derivative martingale ∂Wt (λ0). We also prove that, on the survival event, lim supt→∞ √tWt (λ0)=∞almost surely.

Original languageEnglish (US)
Pages (from-to)1387-1417
Number of pages31
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume60
Issue number2
DOIs
StatePublished - May 2024
Externally publishedYes

Keywords

  • Additive martingale
  • Derivative martingale
  • Seneta-Heyde scaling
  • Skeleton decomposition
  • Spine decomposition
  • Super-Brownian motion

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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