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Convergence of the derivative martingale for the branching random walk in time-inhomogeneous random environment
- Publication Year :
- 2023
-
Abstract
- Consider a branching random walk on the real line with a random environment in time (BRWRE). A necessary and sufficient condition for the non-triviality of the limit of the derivative martingale is formulated. To this end, we investigate the random walk in time-inhomogeneous random environment (RWRE), which related the BRWRE by the many-to-one formula. The key step is to figure out Tanaka's decomposition for the RWRE conditioned to stay non-negative (or above a line), which is interesting itself as well.<br />Comment: 36 pages
- Subjects :
- Mathematics - Probability
Primary 60J80, 60K37, secondary 60G42
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2306.15204
- Document Type :
- Working Paper