Let X t be a branching process as it was defined in Sections 4.1, 3. Suppose that

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Let X_t be a branching process as it was defined in Sections 4.1, 3. Suppose that μ, the mean number of the off springs of a particular particle, is positive.

(a) Show that the process Yt = 1/μ_t X_t is a martingale with respect to itself.

(b) Show the same for the process W_t = u^Xt where u is the extinction probability.

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:01 AM

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Let X t be a branching process as it was defined in Sections 4.1, 3. Suppose that

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a In the notation of Section 43 X X1kt k1 153 see 434 The point is that we should ...View the full answer

Probability And Stochastic Modeling

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