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Martingale convergence and the stopped branching random walk

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Publication:1566940
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DOI10.1007/s004409900036zbMath0955.60078MaRDI QIDQ1566940

Andreas E. Kyprianou

Publication date: 16 February 2001

Published in: Probability Theory and Related Fields (Search for Journal in Brave)


zbMATH Keywords

martingalessupermartingalesmartingale convergencebranching random walkstopping lines


Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)


Related Items (11)

Solutions to complex smoothing equations ⋮ Martingales in self-similar growth-fragmentations and their connections with random planar maps ⋮ Importance sampling for maxima on trees ⋮ Measure change in multitype branching ⋮ Liouville measure as a multiplicative cascade via level sets of the Gaussian free field ⋮ Traveling waves and homogeneous fragmentation ⋮ Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation ⋮ The functional equation of the smoothing transform ⋮ Self-Similar Branching Markov Chains ⋮ Stochastic Methods for Neutron Transport Equation III: Generational Many-to-One and $k_{\texttt{eff}}$ ⋮ A simple method to find all solutions to the functional equation of the smoothing transform




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