Penalization of Galton-Watson processes

DOI10.1016/J.SPA.2019.09.005MaRDI QIDQ2309599zbMATH OpenOpenAlexFDO

Authors Romain Abraham, Pierre Debs

Publication date 1 April 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.10611

zbMATH Keywords

penalizationconditioningGalton-Watson trees

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We apply the penalization technique introduced by Roynette, Vallois, Yor for Brownian motion to Galton-Watson processes with a penalizing function of the form $P(x)s^x$ where P is a polynomial of degree p and s $in$ [0, 1]. We prove that the limiting martingales obtained by this method are most of the time classical ones, except in the super-critical case for s = 1 (or s $ightarrow$ 1) where we obtain new martingales. If we make a change of probability measure with this martingale, we obtain a multi-type Galton-Watson tree with p distinguished infinite spines.

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Cited in

(6)

• Perturbative quantum field theory on random trees
• Spine decompositions and limit theorems for a class of critical superprocesses
• Universality classes for the coalescent structure of heavy-tailed Galton-Watson trees
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• Penalization for birth and death processes

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