The empirical mean position of a branching Lévy process

DOI10.1017/jpr.2020.60zbMath1457.60130arXiv2002.00450OpenAlexW3037435753MaRDI QIDQ5139928

David Cheek, Vsevolod Shneer

Publication date: 11 December 2020

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

Full work available at URL: https://arxiv.org/abs/2002.00450

zbMATH Keywords

branching random walkbranching Brownian motionbranching Lévy processempirical mean depthempirical mean position

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Ancestral reproductive bias in branching processes ⋮ A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

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