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Abstract

We develop a simple and intuitive identity for calculating expectations of weighted k-fold sums over particles in branching processes, generalising the well-known many-to-one lemma.
Original languageEnglish
Pages (from-to)226-242
JournalAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques
Volume53
Issue number1
Early online date1 Oct 2015
DOIs
Publication statusPublished - 8 Feb 2017

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Keywords

  • branching processes
  • many-to-one lemma
  • spine construction
  • spine change of measure
  • additive martingales

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