On regular branching processes with infinite mean
D. R. Grey
Stochastic Processes and their Applications, 1979, vol. 8, issue 3, 257-267
Abstract:
A martingale, previously used to prove the classical almost sure convergence of the normed supercritical Galton-Watson branching process with finite mean without using probability generating functions, is here used to study similar behaviour for certain processes with infinite mean.
Keywords: Galton-Wantson; branching; process; almost; sure; convergence; domain; of; attraction; of; stable; law; infinite; mean; martingale; slowly; carying; function (search for similar items in EconPapers)
Date: 1979
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(79)90002-4
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:8:y:1979:i:3:p:257-267
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().