16 Citations (Scopus)
107 Downloads (Pure)

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

Keywords

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

Fingerprint Dive into the research topics of 'The many-to-few lemma and multiple spines'. Together they form a unique fingerprint.

Cite this