Limit Theorems for Weakly Subcritical Branching Processes in Random Environment

被引:55
|
作者
Afanasyev, V. I. [2 ]
Boeinghoff, C. [1 ]
Kersting, G. [1 ]
Vatutin, V. A. [2 ]
机构
[1] Goethe Univ Frankfurt, Fachbereich Math, D-60054 Frankfurt, Germany
[2] VA Steklov Math Inst, Dept Discrete Math, Moscow 119991, Russia
关键词
Branching process; Random environment; Random walk; Change of measure; Survival probability; Functional limit theorem; RANDOM-WALKS;
D O I
10.1007/s10959-010-0331-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For a branching process in random environment, it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the process may at the same time be subcritical and, conditioned on nonextinction, "supercritical." This so-called weakly subcritical case is considered in this paper. We study the asymptotic survival probability and the size of the population conditioned on nonextinction. Also a functional limit theorem is proved, which makes the conditional supercriticality manifest. A main tool is a new type of functional limit theorems for conditional random walks.
引用
收藏
页码:703 / 732
页数:30
相关论文
共 50 条
  • [31] MULTI-TYPE SUBCRITICAL BRANCHING PROCESSES IN A RANDOM ENVIRONMENT
    Vatutin, Vladimir
    Wachtel, Vitali
    ADVANCES IN APPLIED PROBABILITY, 2018, 50 (0A) : 281 - 289
  • [32] Subcritical Branching Processes in Random Environment with Immigration Stopped at Zero
    Doudou Li
    Vladimir Vatutin
    Mei Zhang
    Journal of Theoretical Probability, 2021, 34 : 874 - 896
  • [33] LIMIT THEOREMS FOR RANDOM-TIME INDEXED BRANCHING PROCESSES
    Mitov, Georgi
    Mitov, Kosto
    Yanev, Nikolay
    COMPTES RENDUS DE L ACADEMIE BULGARE DES SCIENCES, 2009, 62 (06): : 671 - 676
  • [34] Central limit theorems for a supercritical branching process in a random environment
    Wang, Hesong
    Gao, Zhiqiang
    Liu, Quansheng
    STATISTICS & PROBABILITY LETTERS, 2011, 81 (05) : 539 - 547
  • [35] Limit theorems for a supercritical branching process with immigration in a random environment
    YanQing Wang
    QuanSheng Liu
    Science China Mathematics, 2017, 60 : 2481 - 2502
  • [36] Limit theorems for a supercritical branching process with immigration in a random environment
    WANG YanQing
    LIU QuanSheng
    ScienceChina(Mathematics), 2017, 60 (12) : 2481 - 2502
  • [37] Subcritical branching processes in a random environment without the Cramer condition
    Vatutin, Vladimir
    Zheng, Xinghua
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2012, 122 (07) : 2594 - 2609
  • [38] Limit theorems for a supercritical branching process with immigration in a random environment
    Wang, YanQing
    Liu, QuanSheng
    SCIENCE CHINA-MATHEMATICS, 2017, 60 (12) : 2481 - 2502
  • [39] On the survival probability for a class of subcritical branching processes in random environment
    Bansaye, Vincent
    Vatutin, Vladimir
    BERNOULLI, 2017, 23 (01) : 58 - 88
  • [40] The survival probability of a weakly subcritical multitype branching process in iid random environment*
    Peigne, M.
    Pham, C.
    ELECTRONIC JOURNAL OF PROBABILITY, 2024, 29