English

Critical branching processes in random environment and Cauchy domain of attraction

Probability 2019-11-01 v2

Abstract

We are interested in the survival probability of a population modeled by a critical branching process in an i.i.d. random environment. We assume that the random walk associated with the branching process is oscillating and satisfies a Spitzer condition P(Sn>0)ρ, n\mathbf{P}(S_{n}>0)\rightarrow \rho ,\ n\rightarrow \infty , which is a standard condition in fluctuation theory of random walks. Unlike the previously studied case ρ(0,1)\rho \in (0,1), we investigate the case where the offspring distribution is in the domain of attraction of a stable law with parameter 11, which implies that ρ=0\rho =0 or 11. We find the asymptotic behaviour of the survival probability of the population in these two cases.

Keywords

Cite

@article{arxiv.1910.13190,
  title  = {Critical branching processes in random environment and Cauchy domain of attraction},
  author = {Congzao Dong and Charline Smadi and Vladimir A. Vatutin},
  journal= {arXiv preprint arXiv:1910.13190},
  year   = {2019}
}