Martingale convergence in the branching random walk

1977306 citationsJournal Article

Authors

Abstract

A result like the Kesten-Stigum theorem is obtained for certain martingales associated with the branching random walk. A special case, when a ‘Malthusian parameter’ exists, is considered in greater detail and a link with some known results about the Crump-Mode model for a population is established.

Topics & Keywords

Stochastic processes and statistical mechanics Probability and Risk Models Random Matrices and Applications

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Journal of Applied Probability

Volume 14, Issue 1, pp. 25-37

DOI: 10.2307/3213258

Field-Weighted Citation Impact: 2.67