2020
DOI: 10.1214/20-aihp1046
|View full text |Cite
|
Sign up to set email alerts
|

Fluctuations of Biggins’ martingales at complex parameters

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

1
8
0

Year Published

2021
2021
2024
2024

Publication Types

Select...
5

Relationship

2
3

Authors

Journals

citations
Cited by 7 publications
(9 citation statements)
references
References 34 publications
1
8
0
Order By: Relevance
“…Indeed, the function on R 2 that maps (x, y) to e − 1 ϑ x f K (x)y is continuous and vanishes for all sufficiently large x. Therefore, The second assertion can be proved similarly as in the proof of Theorem 2.5 in [17]. More precisely, it follows from the dominated convergence theorem once we have proved that…”
Section: P(|zmentioning
confidence: 68%
See 4 more Smart Citations
“…Indeed, the function on R 2 that maps (x, y) to e − 1 ϑ x f K (x)y is continuous and vanishes for all sufficiently large x. Therefore, The second assertion can be proved similarly as in the proof of Theorem 2.5 in [17]. More precisely, it follows from the dominated convergence theorem once we have proved that…”
Section: P(|zmentioning
confidence: 68%
“…In both cases, if φ 0 satisfies (1.8) with γ > ϑ, then µ 0 ∈ M 1 p (R) for some ϑ < p ≤ 2. In this more general situation, we demonstrate how the asymptotic behavior of µ t can be derived from recent progress on kinetic-type equations [12] and the extrema of branching random walks [17,21]. Our proof works under a mild X log Xtype moment condition (cf.…”
Section: State Of the Art And Assumptionsmentioning
confidence: 82%
See 3 more Smart Citations