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Fluctuations of additive martingale limits of branching Brownian motion
Consider a one-dimensional branching Brownian motion. Let $W_\infty(β)$ denote the limit of the additive martingale in the subcritical regime $\lvert β\rvert < β_c$ and $Z_\infty$ be the limit of the derivative martingale at criticality. Madaule (Stochastic Process. Appl. 126 (2016), no. 2, 470--502
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