The empirical mean position of a branching Lévy process

DOI10.1017/JPR.2020.60MaRDI QIDQ5139928zbMATH OpenOpenAlexFDO

Authors David Cheek, V. Shneer

Publication date 11 December 2020

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

Full work available at URL https://arxiv.org/abs/2002.00450

zbMATH Keywords

branching Brownian motionbranching Lévy processbranching random walkempirical mean depthempirical mean position

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: We consider a supercritical branching L'evy process on the real line. Under mild moment assumptions on the number of offspring and their displacements, we prove a second-order limit theorem on the empirical mean position.

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Cited in

(2)

• A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process
• Ancestral reproductive bias in branching processes

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