Journal of Northeastern University(Natural Science) ›› 2020, Vol. 41 ›› Issue (10): 1517-1520.DOI: 10.12068/j.issn.1005-3026.2020.10.022

• Mathematics • Previous Articles    

Lipschitz Continuity of Martingale’s Limit Density Function in Galton-Watson Processes

HOU Wan-ting1, ZHANG Mei-juan2   

  1. 1.School of Sciences, Northeastern University, Shenyang 110819, China; 2.School of Statistics and Mathematics, Central University of Finance and Economics, Beijing 100081, China.
  • Received:2019-10-15 Revised:2019-10-15 Online:2020-10-15 Published:2020-10-20
  • Contact: ZHANG Mei-juan
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Abstract: Considering the total number Zn of the n-th generation particles in the supercritical Galton-Watson process, let W denote the limit of martingale Wn=Zn/mn. Aiming at the Lipschitz continuity problem of the density function ω(x) of W, based on the Kesten-Stigum theorem, a more complete proof and supplement were proposed. A series of discussions on the limit properties of martingales were also conducted. First, the previous method of proof was modified, and it was obtained that in the case of δ≠1,ω(x) is Lipschitz continuous in [ε,), and the order is δ′=min(δ,1).When δ=1, the order of Lipschitz continuity of ω(x) is 1/2, thus ensuring the completeness of the conclusion.

Key words: branching process, supercritical, martingale convergence, Kesten-Stigum theorem, Lipschitz continuous

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