Fluctuations of Biggins' martingales at complex parameters

TL;DR

This paper explores the fluctuations of Biggins' martingales with complex parameters in supercritical branching random walks, revealing three regimes with Gaussian, extremal, and stable-like behaviors.

Contribution

It introduces a detailed analysis of the fluctuation regimes of Biggins' martingales with complex parameters, including new boundary and critical behaviors.

Findings

Gaussian fluctuations for small parameter magnitudes

Extremal position-driven fluctuations in a specific parameter region

Stable-like fluctuations at critical boundary regions

Abstract

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather recent topic. Assuming that certain sufficient conditions for the convergence of the martingales to non-degenerate limits hold, we investigate the fluctuations of the martingales around their limits. We discover three different regimes. First, we show that for parameters with small absolute values, the fluctuations are Gaussian and the limit laws are scale mixtures of the real or complex standard normal laws. We also cover the boundary of this phase. Second, we find a region in the parameter space in which the martingale fluctuations are determined by the extremal positions in the branching random walk. Finally, there is a critical region (typically on the boundary of the set of parameters for which the martingales converge to a non-degenerate limit) where the fluctuations are stable-like and the limit laws are the laws of randomly stopped L\'evy processes satisfying invariance properties similar to stability.