The almost sure limits of the minimal position and the additive martingale in a branching random walk

Abstract

Consider a real-valued branching random walk in the boundary case. Using the techniques developed by Aïdékon and Shi [5], we give two integral tests which describe respectively the lower limits for the minimal position and the upper limits for the associated additive martingale.

arXiv commentRevised version for Journal of Theoretical Probability

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