\(L \log L\) condition for supercritical branching Hunt processes (Q633144): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q592997 |
||
Property / author | |||
Property / author: Rong Li Liu / rank | |||
Revision as of 03:46, 20 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(L \log L\) condition for supercritical branching Hunt processes |
scientific article |
Statements
\(L \log L\) condition for supercritical branching Hunt processes (English)
0 references
31 March 2011
0 references
The authors use spine decomposition and a martingale change of measure to prove the \(X\log X\) limit theorem for supercritical branching Hunt processes. The result as such is not as claimed a generalization of the result of \textit{S. Asmussen} and \textit{H. Hering} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 36, 195--212 (1976; Zbl 0325.60081)] but is contained in it: The property (1.8) in the present paper implies condition (M) of Asmussen and Hering, whose result applies to any process satisfying (M), not just the branching diffusions serving there as examples.
0 references
Hunt processes
0 references
branching Hunt processes
0 references
Kesten-Stigum theorem
0 references
martingales
0 references
martingale change of measure
0 references