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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

Fingerprint

Many to one
Spine
Branching process
Intuitive
Lemma
Fold

Keywords

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

Cite this

The many-to-few lemma and multiple spines. / Harris, Simon; Roberts, Matthew.

In: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol. 53, No. 1, 08.02.2017, p. 226-242.

Research output: Contribution to journalArticle

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