Sums of i.i.d. random variables and an application to the explosion criterion for markov branching processes
- 1 March 1982
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 19 (1) , 29-38
- https://doi.org/10.2307/3213913
Abstract
We give necessary and sufficient conditions for in terms of , where Sn is the sum of n i.i.d. random variables with values in]0, ∞[, and A ≧ 0. We use these results to give a probabilistic proof of the ‘explosion criterion' for continuous-time Markov branching processes, which is usually shown analytically.Keywords
This publication has 3 references indexed in Scilit:
- Branching ProcessesPublished by Springer Nature ,1972
- The Theory of Branching ProcessesPublished by Springer Nature ,1963
- Markov Chains with Stationary Transition ProbabilitiesPublished by Springer Nature ,1960