Convergence of branching processes to the local time of a Bessel process
β Scribed by Bernhard Gittenberger
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 215 KB
- Volume
- 13
- Category
- Article
- ISSN
- 1042-9832
No coin nor oath required. For personal study only.
β¦ Synopsis
We study GaltonαWatson branching processes conditioned on the total ' Ε½ . progeny to be n which are scaled by a sequence c tending to infinity as o n . It is shown n that this process weakly converges to the total local time of a two-sided three-dimensional Bessel process. This is done by means of characteristic functions and a generating function approach.
π SIMILAR VOLUMES
For a diffusion type process dX, = d w + a(t, X) dt and a sequence (f,) of nonnegative functions necessary and sufficient conditions to the f, are established which guarantee the as. convergence of fn(X,) dt to zero. This result is applied to derive simple necessary and sufficient conditions for the