Skip to main content
×
×
Home

Path to survival for the critical branching processes in a random environment

  • Vladimir Vatutin (a1) and Elena Dyakonova (a1)
Abstract

A critical branching process {Z k , k = 0, 1, 2, ...} in a random environment is considered. A conditional functional limit theorem for the properly scaled process {log Z pu , 0 ≤ u < ∞} is established under the assumptions that Z n > 0 and pn. It is shown that the limiting process is a Lévy process conditioned to stay nonnegative. The proof of this result is based on a limit theorem describing the distribution of the initial part of the trajectories of a driftless random walk conditioned to stay nonnegative.

Copyright
Corresponding author
* Postal address: Steklov Mathematical Institute, Gubkin Street 8, Moscow 119991, Russia.
** Email address: vatutin@mi.ras.ru
*** Email address: elena@mi.ras.ru
References
Hide All
[1] Afanasyev, V. I. (1993). A limit theorem for a critical branching process in random environment. Diskret. Mat. 5, 4558 (in Russian).
[2] Afanasyev, V. I. (1997). A new theorem for a critical branching process in random environment. Discrete Math. Appl. 7, 497513.
[3] Afanasyev, V. I. (1999). On the maximum of a critical branching process in a random environment. Discrete Math. Appl. 9, 267284.
[4] Afanasyev, V. I. (1999). On the time of reaching a fixed level by a critical branching process in a random environment. Discrete Math. Appl. 9, 627643.
[5] Afanasyev, V. I. (2001). A functional limit theorem for a critical branching process in a random environment. Discrete Math. Appl. 11, 587606.
[6] Afanasyev, V. I., Böinghoff, C., Kersting, G. and Vatutin, V. A. (2012). Limit theorems for weakly subcritical branching processes in random environment. J. Theoret. Prob. 25, 703732.
[7] Afanasyev, V. I., Böinghoff, C., Kersting, G. and Vatutin, V. A. (2014). Conditional limit theorems for intermediately subcritical branching processes in random environment. Ann. Inst. H. Poincaré Prob. Statist. 50, 602627.
[8] Afanasyev, V. I., Geiger, J., Kersting, G. and Vatutin, V. A. (2005). Criticality for branching processes in random environment. Ann. Prob. 33, 645673.
[9] Afanasyev, V. I., Geiger, J., Kersting, G. and Vatutin, V. A. (2005). Functional limit theorems for strongly subcritical branching processes in random environment. Stoch. Process Appl. 115, 16581676.
[10] Bertoin, J. and Doney, R. A. (1994). On conditioning a random walk to stay nonnegative. Ann. Prob. 22, 21522167.
[11] Billingsley, P. (1999). Convergence of Probability Measures, 2nd edn. John Willey, New York.
[12] Böinghoff, C., Dyakonova, E. E., Kersting, G. and Vatutin, V. A. (2010). Branching processes in random environment which extinct at a given moment. Markov Process. Relat. Fields 16, 329350.
[13] Caravenna, F. and Chaumont, L. (2008). Invariance principles for random walks conditioned to stay positive. Ann. Inst. H. Poincaré Prob. Statist. 44, 170190.
[14] Chaumont, L. (1996). Conditionings and path decompositions for Lévy processes. Stoch. Process. Appl. 64, 3954.
[15] Chaumont, L. (1997). Excursion normalisée, méandre at pont pour les processus de Lévy stables. Bull. Sci. Math. 121, 377403.
[16] Doney, R. A. (2012). Local behavior of first passage probabilities. Prob. Theory Relat. Fields 152, 559588.
[17] Dyakonova, E. E., Geiger, J. and Vatutin, V. A. (2004). On the survival probability and a functional limit theorem for branching processes in random environment. Markov Process. Relat. Fields 10, 289306.
[18] Feller, W. (1971). An Introduction to Probability Theory and Its Applications, Vol. II, 2nd edn. John Wiley, New York.
[19] Geiger, J. and Kersting, G. (2002). The survival probability of a critical branching process in random environment. Theory Prob. Appl. 45, 518526.
[20] Kozlov, M. V. (1976). On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Theory Prob. Appl. 21, 791804.
[21] Kozlov, M. V. (1995). A conditional function limit theorem for a critical branching process in a random environment. Dokl. Akad. Nauk 344, 1215 (in Russian).
[22] Seneta, E. (1976). Regularly Varying Functions (Lecture Notes Math. 508). Springer, Berlin.
[23] Vatutin, V. A. (2003). Reduced branching processes in a random environment: the critical case. Theory Prob. Appl. 47, 99113.
[24] Vatutin, V. A. (2016). Subcritical branching processes in random environment. In Branching Processes and Their Applications (Lecture Notes Statist. 219), eds I. M. del Puerto et al., Springer, Cham, pp. 97115.
[25] Vatutin, V. A. and Dyakonova, E. E. (2004). Galton–Watson branching processes in a random environment. I. Limit theorems. Theory Prob. Appl. 48, 314336.
[26] Vatutin, V. and Liu, Q. (2015). Limit theorems for decomposable branching processes in a random environment. J. Appl. Prob. 52, 877.
[27] Vatutin, V. A. and Wachtel, V. (2009). Local probabilities for random walks conditioned to stay positive. Prob. Theory Relat. Fields 143, 177217.
[28] Vatutin, V. A., Dyakonova, E. E. and Sagitov, S. (2013). Evolution of branching processes in a random environment. Proc. Steklov Inst. Math. 282, 220242.
[29] Zolotarev, V. M. (1957). Mellin–Stieltjes transform in probability theory. Theory Prob. Appl. 2, 433460.
Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

Journal of Applied Probability
  • ISSN: 0021-9002
  • EISSN: 1475-6072
  • URL: /core/journals/journal-of-applied-probability
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
×

Keywords:

Metrics

Full text views

Total number of HTML views: 0
Total number of PDF views: 30 *
Loading metrics...

Abstract views

Total abstract views: 115 *
Loading metrics...

* Views captured on Cambridge Core between 22nd June 2017 - 13th June 2018. This data will be updated every 24 hours.