Optimisation-based representations for branching processes

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