Remarks on the maxima of a martingale sequence with application to the simple critical branching process

Author:

Pakes Anthony G.

Abstract

Let where {Zn, ℱn} is a non-negative submartingale satisfying Ei(Zn log Zn) ∞. It is shown that When {Zn} is a simple critical Galton–Watson process and is slowly varying at∞, conditions are given ensuring that This gives an alternative proof of a result recently established by Kammerle and Schuh.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference8 articles.

1. Moments of the maximum in a critical branching process

2. Regularly Varying Functions

3. On the maximum of a branching process;Lindvall;Scand J. Statist.,1976

4. The maximum in critical Galton–Watson and birth and death processes;Kammerle;J. Appl. Prob.,1986

5. Athreya K. B. (1986) On the maximum sequence in a critical branching process. Iowa State University Technical Report.

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