arXiv · 1803.09688
Optimisation-based representations for branching processes
Abstract
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 representation 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.
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David P. Driver, Michael R. Tehranchi. 2018-03-26. Optimisation-based representations for branching processes. https://arxiv.org/abs/1803.09688
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