English

Asymptotic behaviour of heavy-tailed branching processes in random environments

Probability 2018-11-20 v1

Abstract

Consider a heavy-tailed branching process (denoted by ZnZ_{n}) in random environments, under the condition which infers that Elogm(ξ0)=\mathbb{E}\log m(\xi_{0})=\infty. We show that (1) there exists no proper cnc_{n} such that {Zn/cn}\{Z_{n}/c_{n}\} has a proper, non-degenerate limit, (2) normalized by a sequence of functions, a proper limit can be obtained, i.e., yn(ξˉ,Zn(ξˉ))y_{n}\left(\bar{\xi},Z_{n}(\bar{\xi})\right) converges almost surely to a random variable Y(ξˉ)Y(\bar{\xi}), where Y(0,1) ηY\in(0,1)~\eta-a.s., (3) finally, we give a necessary and sufficient conditions for the almost sure convergence of {U(ξˉ,Zn(ξˉ))cn(ξˉ)}\left\{\frac{U(\bar{\xi},Z_{n}(\bar{\xi}))}{c_n(\bar{\xi})}\right\}, where U(ξˉ)U(\bar{\xi}) is a slowly varying function that may depends on ξˉ\bar{\xi}.

Keywords

Cite

@article{arxiv.1811.07317,
  title  = {Asymptotic behaviour of heavy-tailed branching processes in random environments},
  author = {Wenming Hong and Xiaoyue Zhang},
  journal= {arXiv preprint arXiv:1811.07317},
  year   = {2018}
}