The almost sure limits of the minimal position and the additive martingale in a branching random walk.
Résumé
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.
| Origine | Fichiers produits par l'(les) auteur(s) |
|---|
Loading...