The many-to-few lemma and multiple spines

Simon Harris, Matthew Roberts

Research output: Contribution to journalArticlepeer-review

31 Citations (SciVal)
162 Downloads (Pure)


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
Issue number1
Early online date1 Oct 2015
Publication statusPublished - 8 Feb 2017


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


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