English

Random walks conditioned to stay non-negative and branching processes in non-favorable random environment

Probability 2023-03-15 v1

Abstract

Let {Sn,n0}\{S_n,n\geq 0\} be a random walk whose increments belong without centering to the domain of attraction of an α\alpha-stable law {Yt,t0}\{Y_t,t\geq 0\}, i.e. Snt/anYt,t0,S_{nt}/a_n\Rightarrow Y_t,t\geq 0, for some scaling constants ana_n. Assuming that S0=o(an)S_0=o(a_{n}) and Snφ(n)=o(an),S_n\leq \varphi (n)=o(a_n), we prove several conditional limit theorems for the distribution of SnmS_{n-m} given m=o(n)m=o(n) and min0knSk0\min_{0\leq k\leq n}S_k\geq 0. These theorems complement the statements established by F. Caravenna and L. Chaumont in 2013. The obtained results are applied for studying the population size of a critical branching process evolving in non-favorable environment.

Keywords

Cite

@article{arxiv.2303.07776,
  title  = {Random walks conditioned to stay non-negative and branching processes in non-favorable random environment},
  author = {Congzao Dong and Elena Dyakonova and Vladimir Vatutin},
  journal= {arXiv preprint arXiv:2303.07776},
  year   = {2023}
}

Comments

35 pages, 27 references