Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees

We establish a second-order almost sure limit theorem for the minimal position in a one-dimensional super-critical branching random walk, and also prove a martingale convergence theorem which answers a question of Big-gins and Kyprianou [Electron. J. Probab. 10 (2005) 609-631]. Our method applies, furthermore, to the study of directed polymers on a disordered tree. In particular, we give a rigorous proof of a phase transition phenomenon for the partition function (from the point of view of convergence in probability), already described by Derrida and Spohn [J. Statist. Phys. 51 (1988) 817-840]. Surprisingly, this phase transition phenomenon disappears in the sense of upper almost sure limits.

[1]  J. Kingman The First Birth Problem for an Age-dependent Branching Process , 1975 .

[2]  M. Bramson Minimal displacement of branching random walk , 1978 .

[3]  V. V. Petrov Limit Theorems of Probability Theory: Sequences of Independent Random Variables , 1995 .

[4]  William Feller,et al.  An Introduction to Probability Theory and Its Applications , 1967 .

[5]  J. Neveu,et al.  Arbres et processus de Galton-Watson , 1986 .

[6]  T. E. Harris,et al.  The Theory of Branching Processes. , 1963 .

[7]  Quansheng Liu,et al.  On generalized multiplicative cascades , 2000 .

[8]  J. Hammersley Postulates for Subadditive Processes , 1974 .

[9]  C. C. Heyde,et al.  EXTENSION OF A RESULT OF SENETA FOR THE SUPER-CRITICAL GALTON-WATSON PROCESS , 1970 .

[10]  Maury Bramson,et al.  TIGHTNESS FOR A FAMILY OF RECURSION EQUATIONS , 2006, math/0612382.

[11]  N. Bingham Limit theorems in fluctuation theory , 1973, Advances in Applied Probability.

[12]  D. Aldous,et al.  A survey of max-type recursive distributional equations , 2004, math/0401388.

[13]  Russell Lyons,et al.  Conceptual proofs of L log L criteria for mean behavior of branching processes , 1995 .

[14]  V. Statulevičius,et al.  Limit Theorems of Probability Theory , 2000 .

[15]  Markus Bachmann,et al.  Limit theorems for the minimal position in a branching random walk with independent logconcave displacements , 2000, Advances in Applied Probability.

[16]  Colin McDiarmid,et al.  Minimal Positions in a Branching Random Walk , 1995 .

[17]  E. Seneta On Recent Theorems Concerning the Supercritical Galton-Watson Process , 1968 .

[18]  Maury Bramson,et al.  Maximal displacement of branching brownian motion , 1978 .

[19]  F. M. Dekking,et al.  Limit distributions for minimal displacement of branching random walks , 1991 .

[20]  Andreas E. Kyprianou,et al.  Fixed Points of the Smoothing Transform: the Boundary Case , 2005 .

[21]  D. R. Grey,et al.  Continuity of limit random variables in the branching random walk , 1979 .

[22]  J. Neveu Multiplicative Martingales for Spatial Branching Processes , 1988 .

[23]  Quansheng Liu,et al.  Asymptotic properties and absolute continuity of laws stable by random weighted mean , 2001 .

[24]  J. D. Biggins,et al.  Measure change in multitype branching , 2004, Advances in Applied Probability.

[25]  B. Derrida,et al.  Polymers on disordered trees, spin glasses, and traveling waves , 1988 .

[26]  A. Wakolbinger,et al.  Growing conditioned trees , 1991 .

[27]  Feller William,et al.  An Introduction To Probability Theory And Its Applications , 1950 .

[28]  J. Biggins THE FIRST- AND LAST-BIRTH PROBLEMS FOR A MULTITYPE AGE-DEPENDENT BRANCHING PROCESS , 1976 .

[29]  A central limit theorem for two-dimensional random walks in random sceneries , 1989 .

[30]  Andreas E. Kyprianou,et al.  SENETA-HEYDE NORMING IN THE BRANCHING RANDOM WALK , 1997 .

[31]  Russell Lyons,et al.  A Simple Path to Biggins’ Martingale Convergence for Branching Random Walk , 1998, math/9803100.

[32]  Andreas E. Kyprianou,et al.  Slow variation and uniqueness of solutions to the functional equation in the branching random walk , 1998, Journal of Applied Probability.

[33]  M. V. Kozlov,et al.  On the Asymptotic Behavior of the Probability of Non-Extinction for Critical Branching Processes in a Random Environment , 1977 .