2919概率中等derivationmedium
The Standard Branching Martingale
题目
Let be the offspring mean in a Galton-Watson process. Show that \[ M_n=\frac{Z_n}{m^n} \] is a martingale with respect to the natural filtration.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
题目
Let be the offspring mean in a Galton-Watson process. Show that \[ M_n=\frac{Z_n}{m^n} \] is a martingale with respect to the natural filtration.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。