The survival probability of critical and subcritical branching processes in finite state space Markovian environment

被引:4
|
作者
Grama, Ion [1 ]
Lauvergnat, Ronan [1 ]
Le Page, Emile [1 ]
机构
[1] Univ Bretagne Sud, CNRS, UMR 6205, LMBA, Vannes, France
关键词
Critical and subcritical branching process; Random environment; Markov chain; Survival probability; LIMIT-THEOREMS;
D O I
10.1016/j.spa.2018.07.016
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
Let (Z(n))(n >=)(0) be a branching process in a random environment defined by a Markov chain (X-n)(n >= 0) with values in a finite state space X. Let P-i be the probability law generated by the trajectories of (X-n)(n >= 0) starting at X-0 = i is an element of X. We study the asymptotic behaviour of the joint survival probability P-i (Z(n) > 0, X-n = j), j is an element of X as n -> +infinity in the critical and strongly, intermediate and weakly subcritical cases. (C) 2018 Elsevier B.V. All rights reserved.
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页码:2485 / 2527
页数:43
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