Continuous Time Branching Random Walk

Rinaldo B. Schinazi
Additional contact information
Rinaldo B. Schinazi: University of Colorado, Department of Mathematics

Chapter VI in Classical and Spatial Stochastic Processes, 1999, pp 135-152 from Springer

Abstract: Abstract What is in this chapter? Branching random walks are among the simplest continuous time spatial processes. Consider a system of particles that undergo branching and random motion on a countable graph (such as Z d or a homogeneous tree) according to the two following rules. A particle at x waits an exponential random time with rate λp(x, y) > 0 and then gives birth to a particle at y. p(x, y) are the transition probabilities of a Markov chain and λ > 0 is a parameter. A particle waits an exponential time with rate 1 and then dies.

Date: 1999
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-1-4612-1582-0_6

Ordering information: This item can be ordered from
http://www.springer.com/9781461215820

DOI: 10.1007/978-1-4612-1582-0_6

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().