On a Maximum Sequence in a Critical Multitype Branching Process
Athreya, K. B.
Ann. Probab., Tome 20 (1992) no. 4, p. 746-752 / Harvested from Project Euclid
Let $\{Z_n\}$ be a $p$ type positively regular nonsingular critical branching process with mean matrix $M$. If $\nu$ is a right eigenvector of $M$ for the eigenvalue 1 and $Y_n = Z_n \cdot \nu$, and if $M_n = \max_{0\leq j\leq n}Y_j$, then it is shown that under second moments $(\log n)^{-1}E_\mathbf{i}M_n \rightarrow \mathbf{i \cdot v}$, where $E_\mathbf{i}$ denotes starting with $Z_0 = \mathbf{i}$ and $\cdot$ denotes inner product. This is an extension of the result for the single type case obtained by Athreya in 1988.
Publié le : 1992-04-14
Classification:  Maximum sequence,  critical branching process,  martingales,  60J80,  60K99
@article{1176989803,
     author = {Athreya, K. B.},
     title = {On a Maximum Sequence in a Critical Multitype Branching Process},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 746-752},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989803}
}
Athreya, K. B. On a Maximum Sequence in a Critical Multitype Branching Process. Ann. Probab., Tome 20 (1992) no. 4, pp.  746-752. http://gdmltest.u-ga.fr/item/1176989803/