The Seneta–Heyde scaling for the branching random walk

We consider the boundary case (in the sense of Biggins and Kyprianou [Electron. J. Probab. 10 (2005) 609–631] in a one-dimensional super-critical branching random walk, and study the additive martingale (Wₙ). We prove that, upon the system’s survival, n1/2Wₙ converges in probability, but not almost surely, to a positive limit. The limit is identified as a constant multiple of the almost sure limit, discovered by Biggins and Kyprianou [Adv. in Appl. Probab. 36 (2004) 544–581], of the derivative martingale.