Generalisations of the Bienayme-Galton-Watson Branching Process via its Representation as an Embedded Random Walk
Quine, M. P. ; Szczotka, W.
Ann. Appl. Probab., Tome 4 (1994) no. 4, p. 1206-1222 / Harvested from Project Euclid
We define a stochastic process $\mathscr{X} = \{X_n, n = 0,1,2, \ldots\}$ in terms of cumulative sums of the sequence $K_1, K_2, \ldots$ of integer-valued random variables in such a way that if the $K_i$ are independent, identically distributed and nonnegative, then $\mathscr{X}$ is a Bienayme-Galton-Watson branching process. By exploiting the fact that $\mathscr{X}$ is in a sense embedded in a random walk, we show that some standard branching process results hold in more general settings. We also prove a new type of limit result.
Publié le : 1994-11-14
Classification:  Bienayme-Galton-Watson branching process,  embedded random walk,  martingale,  60J80,  60J15,  60J10,  60J99
@article{1177004912,
     author = {Quine, M. P. and Szczotka, W.},
     title = {Generalisations of the Bienayme-Galton-Watson Branching Process via its Representation as an Embedded Random Walk},
     journal = {Ann. Appl. Probab.},
     volume = {4},
     number = {4},
     year = {1994},
     pages = { 1206-1222},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177004912}
}
Quine, M. P.; Szczotka, W. Generalisations of the Bienayme-Galton-Watson Branching Process via its Representation as an Embedded Random Walk. Ann. Appl. Probab., Tome 4 (1994) no. 4, pp.  1206-1222. http://gdmltest.u-ga.fr/item/1177004912/