Abstract
In this paper we use the spine decomposition and martingale change of measure to establish a Kesten-Stigum Llog L theorem for branching Hunt processes. This result is a generalization of the results in Asmussen and Hering (Z. Wahrscheinlichkeitstheor. Verw. Geb. 36:195-212, 1976) and Hering (Branching Processes, pp. 177-217, 1978) for branching diffusions.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 170-193 |
| Number of pages | 24 |
| Journal | Journal of Theoretical Probability |
| Volume | 24 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 1 2011 |
Keywords
- Branching Hunt processes
- Hunt processes
- Kesten-Stigum theorem
- Martingale change of measure
- Martingales
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty
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Cite this
Liu, R. L., Ren, Y. X., & Song, R. (2011). LlogL Condition for Supercritical Branching Hunt Processes. Journal of Theoretical Probability, 24(1), 170-193. https://doi.org/10.1007/s10959-010-0322-7