A Kesten Stigum theorem for Galton-Watson processes with infinitely many types in a random environment
Abstract
In this paper, we study a Galton-Watson process with infinitely many types in a random ergodic environment . We focus on the supercritical regime of the process, where the quenched average of the size of the population grows exponentially fast to infinity. We work under Doeblin-type assumptions coming from a previous paper, which ensure that the quenched mean semi group of satisfies some ergodicity property and admits a -measurable family of space-time harmonic functions. We use these properties to derive an associated nonnegative martingale . Under a -integrabilty assumption on the offspring distribution, we prove that the almost sure limit of the martingale is not degenerate. Assuming some uniform -integrability of the offspring distribution, we prove that conditionally on , at a large time , both the size of the population and the distribution of types correspond to those of the quenched mean of the population . We finally introduce an example of a process modelling a population with a discrete age structure. In this context, we provide more tractable criterions which guarantee our various assumptions are met.
Keywords
Cite
@article{arxiv.2411.09629,
title = {A Kesten Stigum theorem for Galton-Watson processes with infinitely many types in a random environment},
author = {Maxime Ligonnière},
journal= {arXiv preprint arXiv:2411.09629},
year = {2025}
}
Comments
42 pages. Comments are welcome !