Martingale convergence and the stopped branching random walk

DOI10.1007/S004409900036MaRDI QIDQ1566940zbMATH OpenFDO

Authors A. E. Kyprianou

Publication date 16 February 2001

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S004409900036

zbMATH Keywords

branching random walkmartingale convergencemartingalesstopping linessupermartingales

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

Let \(\zeta _u\) be the position of the individual \(u\) in the branching random walk in \(R^d\). Let \(|u|\) stand for the generation of \(u.\) For \(\theta \in R^d\) define \(W_n(\theta)=\sum_{|u|=n}\exp\{-\theta \zeta _u\}/m^n(\theta)\) where \(m(\theta)={\mathbb E}\sum_{|u|=1}\exp\{-\theta \zeta _u\}\). Clearly, \(W_n(\theta)\) may be viewed as a Laplace-Stieltjes transformation of the point process \(\{\zeta _u : |u|=n\}\) weighted by its mean and, as known, the branching property of this subpopulation is crucial in proving that \(W_n(\theta)\) is a martingale. The author searches for other `subpopulations' like \(\{\zeta _u : |u|=n\}\) on which the branching property can be established and from which one could show existence of other martingales like \(W_n(\theta)\). For the cases when such martingales exist he finds the relationships between their limits and the limit \(W(\theta)=\lim_{n\to\infty}W_n(\theta).\) The main tools in construction and analysis of the mentioned martingales are the idea of stopping lines which is a bit more restrictive than that suggested by \textit{P. Jagers} [Stochastic Processes Appl. 32, No. 2, 183-212 (1989; Zbl 0678.92009)] and the method of size biased trees due to \textit{R. Lyons, R. Pemantle} and \textit{Y. Peres} [Ann. Probab. 23, No. 3, 1125-1138 (1995; Zbl 0840.60077)].

Recommendations

• scientific article; zbMATH DE number 975607
• Uniform convergence of martingales in the branching random walk
• scientific article; zbMATH DE number 176649

Cited in

(22)

• Product martingales and stopping lines for branching Brownian motion
• Uniform convergence of martingales in the branching random walk
• A new martingale in branching random walk
• Martingales in self-similar growth-fragmentations and their connections with random planar maps
• Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
• A simple method to find all solutions to the functional equation of the smoothing transform
• Importance sampling for maxima on trees
• Liouville measure as a multiplicative cascade via level sets of the Gaussian free field
• Solutions to complex smoothing equations
• On the supremum of martingale connected with branching random walk
• Self-similar branching Markov chains
• scientific article; zbMATH DE number 3954003 (Why is no real title available?)
• scientific article; zbMATH DE number 4034778 (Why is no real title available?)
• scientific article; zbMATH DE number 176649 (Why is no real title available?)
• Measure change in multitype branching
• Stochastic methods for neutron transport equation. III: Generational many-to-one and \(k_{\text{\texttt{eff}}}\)
• scientific article; zbMATH DE number 975607 (Why is no real title available?)
• Martingale convergence and the functional equation in the multi-type branching random walk
• Traveling waves and homogeneous fragmentation
• Coalescent point process of branching trees in a varying environment
• The functional equation of the smoothing transform
• Support, absolute continuity and harmonic moments of fixed points of the multivariate smoothing transform

This page was built for publication: Martingale convergence and the stopped branching random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1566940)