Sums of i.i.d. random variables and an application to the explosion criterion for markov branching processes

DOI10.2307/3213913zbMath0482.60047OpenAlexW4242997850MaRDI QIDQ3940577

Hans-Jürgen Schuh

Publication date: 1982

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

Full work available at URL: https://doi.org/10.2307/3213913

zbMATH Keywords

strong law of large numbersprobability generating functionsexplosion criterion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Related Items (7)

Branching processes. I ⋮ On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes ⋮ Branching processes. II ⋮ Some limit results for controlled branching processes with random control function ⋮ On explosions in heavy-tailed branching random walks ⋮ Markov branching processes with instantaneous immigration ⋮ Self-similar solutions to kinetic-type evolution equations: beyond the boundary case

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