Regular variation in the branching random walk
Aleksander Iksanov, Sergey Polotskiy
Abstract
Let \n, n=0,1,...\ be the supercritical branching random walk starting with one initial ancestor located at the origin of the real line. For n=0,1,... let Wn be the moment generating function of n normalized by its mean. Denote by AWn any of the following random variables: maximal function, square function, L1 and a.s. limit W, |W-Wn|, |Wn+1-Wn|. Under mild moment restrictions and the assumption that \W1>x\ regularly varies at ∞ it is proved that \AWn>x\ regularly varies at ∞ with the same exponent. All the proofs given are non-analytic in the sense that these do not use Laplace-Stieltjes transforms. The result on the tail behaviour of W is established in two distinct ways.
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