Open Access
Translator Disclaimer
2020 Optimisation-based representations for branching processes
David P. Driver, Michael R. Tehranchi
Electron. J. Probab. 25: 1-15 (2020). DOI: 10.1214/20-EJP548

Abstract

It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representations is that upper and lower bounds on the functional can be found easily, yielding a non-asymptotic Trotter product formula. As an application, the speed of the right-most particle of a branching Lévy process is calculated.

Citation

Download Citation

David P. Driver. Michael R. Tehranchi. "Optimisation-based representations for branching processes." Electron. J. Probab. 25 1 - 15, 2020. https://doi.org/10.1214/20-EJP548

Information

Received: 23 April 2020; Accepted: 11 November 2020; Published: 2020
First available in Project Euclid: 15 December 2020

Digital Object Identifier: 10.1214/20-EJP548

Subjects:
Primary: 35B40, 60J80, 93E20

JOURNAL ARTICLE
15 PAGES


SHARE
Vol.25 • 2020
Back to Top