Moments of the maximum in a critical branching process

DOI10.2307/3213708zbMATH Open0564.60079OpenAlexW4240999906MaRDI QIDQ3678423FDOQ3678423

Authors: Howard J. Weiner 

Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213708

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zbMATH Keywords

critical Galton-Watson branching processmartingale maximal inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (12)

• On distribution tails and expectations of maxima in critical branching processes
• Estimates for the expectation of the maximum of a critical Galton-Watson process on a finite interval
• On a maximum sequence in a critical multitype branching process
• On the maximal offspring in a critical branching process with infinite variance
• Branching processes. II
• Maxima of random properties of particles in supercritical branching processes
• On the maximum sequence in a critical branching process
• Joint Moments of the Maximum in a Critical Branching Process
• Remarks on the maxima of a martingale sequence with application to the simple critical branching process
• New properties of bivariate maxima of particle scores in branching processes with continuous time
• On the passage time of the maximum of a critical branching process in a random environment and of a stopped random walk
• A maximum sequence in a critical multitype branching process

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