Penalization of Galton–Watson Trees with Marked Vertices
Abraham Romain (),
Boulal Sonia () and
Debs Pierre ()
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Abraham Romain: Université d’Orléans, Université de Tours, CNRS
Boulal Sonia: Université d’Orléans, Université de Tours, CNRS
Debs Pierre: Université d’Orléans, Université de Tours, CNRS
Journal of Theoretical Probability, 2024, vol. 37, issue 4, 3688-3724
Abstract:
Abstract We consider a Galton–Watson tree where each node is marked independently of each other with a probability depending on its out-degree. Using a penalization method, we exhibit new martingales where the number of marks up to level $$n-1$$ n - 1 appears. Then, we use these martingales to define new probability measures via a Girsanov transformation and describe the distribution of the random trees under these new probabilities.
Keywords: Marked Galton–Watson tree; Martingales; Girsanov transformation; Penalization; 60J80; 60G42 (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:37:y:2024:i:4:d:10.1007_s10959-024-01364-y
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DOI: 10.1007/s10959-024-01364-y
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