2012/11/30 by Yueyun Hu · 1 citation
Mathematics · #math.PR
paper · pdf · doi:10.1017/s144678871400086x
published as Journal of the Australian Mathematical Society 99 (2015) 63-75 · Revised version for Journal of Theoretical Probability
arxiv created 2013/04/15 · arxiv updated 2015/07/01
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.