CONCEPTUAL PROOFS OF L-LOG-L CRITERIA FOR MEAN-BEHAVIOR OF BRANCHING-PROCESSES

被引:257
作者
LYONS, R
PEMANTLE, R
PERES, Y
机构
[1] UNIV WISCONSIN, DEPT MATH, MADISON, WI 53706 USA
[2] UNIV CALIF BERKELEY, DEPT STAT, BERKELEY, CA 94720 USA
关键词
GALTON-WATSON; SIZE-BIASED DISTRIBUTIONS;
D O I
10.1214/aop/1176988176
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Kesten-Stigum theorem is a fundamental criterion for the rate of growth of a supercritical branching process, shelving that an L log L condition is decisive. In critical and subcritical cases, results of Kolmogorov and later authors give the rate of decay of the probability that the process survives at least n generations. We give conceptual proofs of these theorems based on comparisons of Galton-Watson measure to another measure on the space of trees. This approach also explains Yaglom's exponential limit law for conditioned critical branching processes via a simple characterization of the exponential distribution.
引用
收藏
页码:1125 / 1138
页数:14
相关论文
共 27 条
[11]   ON GALTON-WATSON BRANCHING PROCESS WITH MEAN LESS THAN 1 [J].
JOFFE, A .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (01) :264-&
[12]   EXACT DISTRIBUTIONS OF KIN NUMBERS IN A GALTON-WATSON PROCESS [J].
JOFFE, A ;
WAUGH, WAO .
JOURNAL OF APPLIED PROBABILITY, 1982, 19 (04) :767-775
[13]   CERTAIN MARTINGALES OF MANDELBROT,B [J].
KAHANE, JP ;
PEYRIERE, J .
ADVANCES IN MATHEMATICS, 1976, 22 (02) :131-145
[14]   STABILITY OF CRITICAL CLUSTER FIELDS [J].
KALLENBERG, O .
MATHEMATISCHE NACHRICHTEN, 1977, 77 :7-43
[15]   A LIMIT THEOREM FOR MULTIDIMENSIONAL GALTON-WATSON PROCESSES [J].
KESTEN, H ;
STIGUM, BP .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (05) :1211-&
[16]  
KESTEN H, 1986, ANN I H POINCARE-PR, V22, P425
[17]   GALTON-WATSON PROCESS WITH MEAN ONE AND FINITE VARIANCE [J].
KESTEN, H ;
NEY, P ;
SPITZER, F .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1966, 11 (04) :513-&
[18]  
Kolmogorov A., 1938, IZV NII MATEM MEKH T, V2, P7
[19]   THE OCCURRENCE OF LARGE VALUES IN STATIONARY-SEQUENCES [J].
OBRIEN, GL .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1982, 61 (03) :347-353
[20]  
Pakes A.G., 1992, AUSTRAL J STATIST, V34, P307