Module 3:Branching process, Application of Markov chains, Markov Processes with discrete and                 continuous state space
  Lecture 9:Branching process
 

WALD'S EQUATION

Let  denotes the number of the off springs of the  individual in the  generation, such that . One should remember that both number of off springs as well as generation number are non-deterministic.

Expectation

, where  are i.i.d random variables (r.v's). Thus



 

 

Generalizing we have : .

The equation , where  is the sum of random number of random variables is frequently in sequential analysis. Now as , hence one can easily prove that