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A Simple Path to Biggins’ Martingale Convergence for Branching Random Walk

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Classical and Modern Branching Processes

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 84))

Abstract

We give a simple non-analytic proof of Biggins’ theorem on martingale convergence for branching random walks.

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*Research partially supported bu the Institute for Mathematics and Its Applications (Minneapolis) and NSF Grant DMS-9306954.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Indiana University, Bloomington, IN, 47405-5701

    Russell Lyons

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  1. Russell Lyons
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Editor information

Editors and Affiliations

  1. Department of Mathematics and Statistics, Iowa State University, Ames, IA, 50011, USA

    Krishna B. Athreya

  2. School of Mathematics and Computing Science, Chalmers University of Technology, Gothenburg University, Gothenburg, S-412 96, Sweden

    Peter Jagers

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© 1997 Springer Science+Business Media New York

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Lyons, R. (1997). A Simple Path to Biggins’ Martingale Convergence for Branching Random Walk. In: Athreya, K.B., Jagers, P. (eds) Classical and Modern Branching Processes. The IMA Volumes in Mathematics and its Applications, vol 84. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1862-3_17

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  • DOI: https://doi.org/10.1007/978-1-4612-1862-3_17

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-7315-8

  • Online ISBN: 978-1-4612-1862-3

  • eBook Packages: Springer Book Archive

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