Martingale convergence in the branching random walk
- 1 March 1977
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 14 (1) , 25-37
- https://doi.org/10.2307/3213258
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.Keywords
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