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Journal of Applied Probability Journal of Applied Probability

Article contents

A unifying approach to branching processes in a varying environment

Part of: Markov processes Limit theorems

Published online by Cambridge University Press:  04 May 2020

Götz Kersting
Götz Kersting*
Affiliation:
Goethe-Universität, Frankfurt am Main
*
*Postal address: Goethe-Universität Frankfurt am Main, Mathematics and Computer sciences, Frankfurt am Main. Email address: kersting@math.uni-frankfurt.de
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Abstract

Branching processes $(Z_n)_{n \ge 0}$ in a varying environment generalize the Galton–Watson process, in that they allow time dependence of the offspring distribution. Our main results concern general criteria for almost sure extinction, square integrability of the martingale $(Z_n/\mathrm E[Z_n])_{n \ge 0}$, properties of the martingale limit W and a Yaglom-type result stating convergence to an exponential limit distribution of the suitably normalized population size $Z_n$, conditioned on the event $Z_n \gt 0$. The theorems generalize/unify diverse results from the literature and lead to a classification of the processes.

Keywords

Branching processvarying environmentGalton–Watson processexponential distribution

MSC classification

Primary: 60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Secondary: 60F05: Central limit and other weak theorems
Type
Research Papers
Information
Journal of Applied Probability , Volume 57 , Issue 1 , March 2020 , pp. 196 - 220
Copyright
© Applied Probability Trust 2020

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Footnotes

Work partially supported by the DFG Priority Programme SPP 1590 ‘Probabilistic Structures in Evolution’.

References

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