Publication | Closed Access
Martingale convergence in the branching random walk
302
Citations
16
References
1977
Year
EconomicsEngineeringRandom WalksMartingale ConvergenceEntropyIntegrable ProbabilityStochastic CalculusBranching Random WalkCrump-mode ModelProbability TheoryStochastic PhenomenonCertain MartingalesPoisson Boundary
A result like the Kesten-Stigum theorem is obtained for certain martingales associated with the branching random walk. A special case, when a ‘Malthusian parameter’ exists, is considered in greater detail and a link with some known results about the Crump-Mode model for a population is established.
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