Kesten–Stigum theorem

E839311

The Kesten–Stigum theorem is a fundamental result in branching process theory that characterizes when a suitably normalized supercritical branching process converges to a non-degenerate limit.

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Kesten–Stigum theorem canonical 2

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Statements (46)

Predicate Object
instanceOf mathematical theorem ⓘ
probability theory result ⓘ
appliesTo Galton–Watson branching process ⓘ
supercritical branching process ⓘ
assumes finite expectation of offspring number times log plus of offspring number ⓘ
integrability condition on offspring distribution ⓘ
mean offspring number greater than 1 ⓘ
supercriticality ⓘ
characterizes convergence of normalized population size ⓘ
concerns non-degenerate limit of branching processes ⓘ
concludes almost sure convergence of Zₙ / mⁿ ⓘ
limit random variable is non-degenerate under moment condition ⓘ
limit random variable is positive with positive probability ⓘ
martingale convergence of normalized population size ⓘ
condition E(X log⁺ X) < ∞ ⓘ
dateOfFormulation 1960s ⓘ
distinguishes degenerate and non-degenerate martingale limits ⓘ
field branching process theory ⓘ
probability theory ⓘ
generalizes earlier results on branching process limits ⓘ
hasConsequence classification of survival behavior of branching processes ⓘ
criteria for survival with positive probability ⓘ
hasVersion continuous-time branching process analogues ⓘ
discrete-time branching process version ⓘ
multi-type branching process version ⓘ
implies non-trivial limit for normalized population size under moment condition ⓘ
involvesParameter offspring mean m ⓘ
involvesRandomVariable generation size Zₙ ⓘ
limit random variable W ⓘ
isCriterionFor non-degeneracy of branching process limit ⓘ
isRelatedTo Galton–Watson theorem ⓘ
branching martingale limit theorems ⓘ
isUsedIn epidemic modeling ⓘ
information theory on trees ⓘ
population biology models ⓘ
random trees analysis ⓘ
theory of branching processes in random environments ⓘ
namedAfter Boris Stigum ⓘ
Harry Kesten ⓘ
typicalStatement If E(X log⁺ X) < ∞ then Zₙ / mⁿ converges almost surely to a non-degenerate limit ⓘ
If E(X log⁺ X) = ∞ then Zₙ / mⁿ converges almost surely to 0 ⓘ
usesConcept almost sure convergence ⓘ
conditional expectation ⓘ
martingale ⓘ
offspring distribution ⓘ
supercritical Galton–Watson process ⓘ

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Harry Kesten → notableConcept → Kesten–Stigum theorem ⓘ
Harry Kesten → notableWork → Kesten–Stigum theorem ⓘ
subject linked to: Kesten