Stable-like fluctuations of Biggins' martingales

Let $(W_n(\theta))_{n \in \mathbb{N}_0}$ be Biggins' martingale associated with a supercritical branching random walk, and let $W(\theta)$ be its almost sure limit. Under a natural condition for the offspring point process in the branching random walk, we show that if the law of $W_1(\theta)$ belongs to the domain of normal attraction of an $\alpha$-stable distribution for some $\alpha \in (1,2)$, then, as $n\to\infty$, there is weak convergence of the tail process $(W(\theta) - W_{n-k}(\theta))_{k \in \mathbb{N}_0}$, properly normalized, to a random scale multiple of a stationary autoregressive process of order one with $\alpha$-stable marginals.