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This article is cited in 28 scientific papers (total in 28 papers)
Galton–Watson branching processes in a random environment. I: limit theorems
V. A. Vatutin, E. E. D'yakonova Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
Let $Z_n$ be the number of individuals at time $n$ in a branching process in a random environment generated by independent identically distributed random probability generating functions $f_0(s),f_1(s),\dots,f_n(s),\dots$ . Let
$$
X_i=\log f_{i-1}'(1),\qquad i=0,1,2,\dots; \qquad S_0=0,\quad S_n=X_1+\dots+X_n,\qquad n\ge 1.
$$
It is shown that if $Z_n$ is, in a sense, “critical,” then there exists a limit in distribution
$$
\lim_{n\to\infty}\exp\Bigl\{-\min_{0\le j\le n}S_j\Bigr\}\,\mathbf{P}\{Z_n>0\mid f_0,\dots,f_{n-1}\}=\zeta,
$$
where $\zeta$ is a proper random variable positive with probability 1. In addition, it is shown that for a “typical” realization of the environment the number of individuals $Z_n$ given $\{Z_n>0\}$ grows as $\exp\{S_n-\min_{0\le j\le n}S_j\}$ (up to a positive finite random multiplier).
Keywords:
branching processes in random environment, survival probability, critical branching process, random walks, stable distributions, harmonic functions.
Received: 30.10.2002
Citation:
V. A. Vatutin, E. E. D'yakonova, “Galton–Watson branching processes in a random environment. I: limit theorems”, Teor. Veroyatnost. i Primenen., 48:2 (2003), 274–300; Theory Probab. Appl., 48:2 (2004), 314–336
Linking options:
https://www.mathnet.ru/eng/tvp285https://doi.org/10.4213/tvp285 https://www.mathnet.ru/eng/tvp/v48/i2/p274
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