Open Access
2019 Convergence of complex martingale for a branching random walk in a time random environment
Xiaoqiang Wang, Chunmao Huang
Electron. Commun. Probab. 24: 1-14 (2019). DOI: 10.1214/19-ECP247

Abstract

We consider a discrete-time branching random walk in a stationary and ergodic environment $\xi =(\xi _{n})$ indexed by time $n\in \mathbb{N} $. Let $W_{n}(z)$ ($z\in \mathbb{C} ^{d}$) be the natural complex martingale of the process. We show sufficient conditions for its almost sure and quenched $L^{\alpha }$ convergence, as well as the existence of quenched moments and weighted moments of its limit, and also describe the exponential convergence rate.

Citation

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Xiaoqiang Wang. Chunmao Huang. "Convergence of complex martingale for a branching random walk in a time random environment." Electron. Commun. Probab. 24 1 - 14, 2019. https://doi.org/10.1214/19-ECP247

Information

Received: 6 February 2019; Accepted: 9 June 2019; Published: 2019
First available in Project Euclid: 3 July 2019

zbMATH: 07088982
MathSciNet: MR3978690
Digital Object Identifier: 10.1214/19-ECP247

Subjects:
Primary: 60J80 , 60K37

Keywords: Branching random walk , complex martingale , convergence rate , moments , random environment , weighted moments

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