A Martingale Approach to Supercritical (CMJ) Branching Processes
Cohn, Harry
Ann. Probab., Tome 13 (1985) no. 4, p. 1179-1191 / Harvested from Project Euclid
A new method of tackling convergence properties of random processes turns out to be applicable to finite mean supercritical age-dependent branching processes. If $\{Z^\phi_t\}$ is a Crump-Mode-Jagers process counted with general characteristics $\phi$, convergence in probability of $\{e^{-\alpha t} Z^\phi_t\}$ follows from convergence in distribution. Under some mild restrictions on $\phi$, norming constants $\{C(t)\}$ are identified such that $\{C^{-1}(t)Z^\phi_t\}$ converges almost surely to a nondegenerate limit.
Publié le : 1985-11-14
Classification:  Supercritical (CMJ) branching process,  martingale,  convergence,  functional equation,  60K99,  60J80
@article{1176992803,
     author = {Cohn, Harry},
     title = {A Martingale Approach to Supercritical (CMJ) Branching Processes},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 1179-1191},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992803}
}
Cohn, Harry. A Martingale Approach to Supercritical (CMJ) Branching Processes. Ann. Probab., Tome 13 (1985) no. 4, pp.  1179-1191. http://gdmltest.u-ga.fr/item/1176992803/