Martingale convergence in the branching random walk

JD Biggins - Journal of Applied Probability, 1977 - cambridge.org
A result like the Kesten-Stigum theorem is obtained for certain martingales associated with
the branching random walk. A special case, when a 'Malthusian parameter'exists, is …

[HTML][HTML] On generalized multiplicative cascades

Q Liu - Stochastic processes and their applications, 2000 - Elsevier
We consider a generalized Mandelbrot's martingale {Yn} and the associated Mandelbrot's
measure μω on marked trees. If the limit variable Z= lim Y n is not degenerate, we study the …

Asymptotic properties of supercritical branching processes I: The Galton-Watson process

NH Bingham, RA Doney - Advances in Applied Probability, 1974 - cambridge.org
We obtain results connecting the distributions of the random variables Z1 and W in the
supercritical Galton-Watson process. For example, if a> 1, and converge or diverge together …

Fixed points of a generalized smoothing transformation and applications to the branching random walk

Q Liu - Advances in Applied Probability, 1998 - cambridge.org
Let {Ai: i≥ 1} be a sequence of non-negative random variables and let M be the class of all
probability measures on [0,∞]. Define a transformation T on M by letting Tμ be the …

[图书][B] Renewal theory for perturbed random walks and similar processes

A Iksanov - 2016 - Springer
The present book offers a detailed treatment of perturbed random walks, perpetuities, and
random processes with immigration. These objects are of major importance in modern …

[PDF][PDF] Queueing systems with heavy tails

AP Zwart - 2001 - research.tue.nl
Queueing theory occupies a prominent role in the performance analysis of a wide range of
systems in computer-communications, logistics, and manufacturing. One of the pillars of …

[HTML][HTML] Asymptotic properties and absolute continuity of laws stable by random weighted mean

Q Liu - Stochastic processes and their applications, 2001 - Elsevier
We study properties of stable-like laws, which are solutions of the distributional equation Z=
d∑ i= 1NA iZ i, where (N, A1, A2,…) is a given random variable with values in {0 …

Fixed points of the smoothing transform: the boundary case

J Biggins, A Kyprianou - 2005 - projecteuclid.org
Abstract Let A=(A_1,A_2,A_3,...) be a random sequence of non-negative numbers that are
ultimately zero with E∑A_i=1 and E\left∑A_i\logA_i\right≦0. The uniqueness of the non …

Sojourn time asymptotics in the M/G/1 processor sharing queue

AP Zwart, OJ Boxma - Queueing systems, 2000 - Springer
We show for the M/G/1 processor sharing queue that the service time distribution is regularly
varying of index-ν, ν non-integer, iff the sojourn time distribution is regularly varying of index …

Continuous branching processes and spectral positivity

NH Bingham - Stochastic Processes and their Applications, 1976 - Elsevier
N.II.BINGHAM We consider the random time-change connecting continuous-time continuous-state
branching processes (CB-processes) w Page 1 Stochastic Processes and Their Applications …