Gaussian fluctuations and a law of the iterated logarithm for Nerman's martingale in the supercritical general branching process

In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t{)}_{t\ge 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a. Crump-Mode-Jagers branching processes) counted with a general characteristic. The martingale terminal value $W$ figures in the limits of his results. We investigate the rate at which the martingale, now called Nerman’s martingale, converges to its limit $W$. More precisely, assuming the existence of a Malthusian parameter $\alpha >0$ and $W_0\in L^2$, we prove a functional central limit theorem for $(W-W_{t+s}{)}_{s\in \mathbb{R}}$, properly normalized, as $t\to \mathrm{\infty }$. The weak limit is a randomly scaled time-changed Brownian motion. Under an additional technical assumption, we prove a law of the iterated logarithm for $W-W_t$.