Program
Branching processes and Martingales
Student No.:50
Time:9:50-11:25, Mon/Wed/Fri 2017-7-5~7-12, Mon/Wed 2017-7-24~8-9
Instructor:Xinxin Chen  [University Lyon 1]
Place:Conference room 1, Floor 1, Jin Chun Yuan West Building
Starting Date:2017-7-5
Ending Date:2017-8-16

 

 

Description:

 

1. Introduction to Branching process (Multi-type Branching Processes, Spatial Branching Processes and Branching processes in random environment);

 

2. Martingales associated with branching process and change of measures via martingales (Kesten-Stigum’s Theorem, Biggins’ Theorem);

 

3. Asymptotical behaviors of branching processes.
 

 

 

 

Prerequisite:

 

Probability Theory
 

 

 

 

Reference:

 

R. Durrett. ;

 

K. Athreya and P. Ney (1972). >;

 

R. Lyons (1995). A simple path to Biggins’ Martingale Convergence for Branching Random walk. In: Classical and Modern Branching Processes. IMA Volumes in Mathematics and its Applications 84, 217-221. Springer, New York.

 

J.D. Biggins and A. E. Kyprianou. (2004) Measure change in multi-type branching. Adv. Appl. Prob. 36, 337-360