The many-to-few lemma and multiple spines

Simon Harris; Matthew Roberts

doi:10.1214/15-AIHP714

The many-to-few lemma and multiple spines

Simon Harris, Matthew Roberts

Research output: Contribution to journal › Article › peer-review

53 Citations (SciVal)

337 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 language	English
Pages (from-to)	226-242
Journal	Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
Volume	53
Issue number	1
Early online date	1 Oct 2015
DOIs	https://doi.org/10.1214/15-AIHP714
Publication status	Published - 8 Feb 2017

Keywords

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

Access to Document

10.1214/15-AIHP714

AIHP1409-004R1A0
This is the author's submitted version of an article accepted for publication in Annales de l'Institut Henri Poincare, and available at: http://imstat.org/aihp/accepted.html
Submitted manuscript, 430 KBLicence: Unspecified

http://projecteuclid.org/euclid.aihp/1486544890

Cite this

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title = "The many-to-few lemma and multiple spines",

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keywords = "branching processes, many-to-one lemma, spine construction, spine change of measure, additive martingales",

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The many-to-few lemma and multiple spines

Abstract

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EPSRC Posdoctoral Fellowship in Applied Probability for Dr Matthew I Roberts

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The many-to-few lemma and multiple spines

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Projects

EPSRC Posdoctoral Fellowship in Applied Probability for Dr Matthew I Roberts

Cite this