## The Annals of Probability

### Uniform Convergence of Martingales in the Branching Random Walk

J. D. Biggins

#### Abstract

In a discrete-time supercritical branching random walk, let $Z^{(n)}$ be the point process formed by the $n$th generation. Let $m(\lambda)$ be the Laplace transform of the intensity measure of $Z^{(1)}$. Then $W^{(n)}(\lambda) = \int e^{-\lambda x}Z^{(n)}(dx)/m(\lambda)^n$, which is the Laplace transform of $Z^{(n)}$ normalized by its expected value, forms a martingale for any $\lambda$ with $|m(\lambda)|$ finite but nonzero. The convergence of these martingales uniformly in $\lambda$, for $\lambda$ lying in a suitable set, is the first main result of this paper. This will imply that, on that set, the martingale limit $W(\lambda)$ is actually an analytic function of $\lambda$. The uniform convergence results are used to obtain extensions of known results on the growth of $Z^{(n)}(nc + D)$ with $n$, for bounded intervals $D$ and fixed $c$. This forms the second part of the paper, where local large deviation results for $Z^{(n)}$ which are uniform in $c$ are considered. Finally, similar results, both on martingale convergence and uniform local large deviations, are also obtained for continuous-time models including branching Brownian motion.

#### Article information

Source
Ann. Probab., Volume 20, Number 1 (1992), 137-151.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176989921

Digital Object Identifier
doi:10.1214/aop/1176989921

Mathematical Reviews number (MathSciNet)
MR1143415

Zentralblatt MATH identifier
0748.60080

JSTOR