Autor: |
Driver, DP, Tehranchi, MR |
Přispěvatelé: |
Apollo - University of Cambridge Repository |
Rok vydání: |
2020 |
Předmět: |
|
DOI: |
10.17863/cam.60059 |
Popis: |
It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representations is that upper and lower bounds on the functional can be found easily, yielding a non-asymptotic Trotter product formula. As an application, the speed of the right-most particle of a branching Levy process is calculated. |
Databáze: |
OpenAIRE |
Externí odkaz: |
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