Convergence of complex martingales in supercritical multi-type general branching processes in bold italic upper L Superscript bold italic q

Abstract

Nerman’s martingale plays a central role in the law of large numbers for both single- and multi-type supercritical general branching processes. There are further, complex-valued Nerman-type martingales in the single-type process that figure in the finer fluctuations of these processes. We construct the analogous martingales for the process with finitely many types and give sufficient conditions for these martingales to converge in

for

q element of left parenthesis 1 comma 2 right bracket q ∈ ( 1 , 2 ] $q \in (1,2]$

.