Random walks conditioned to stay non-negative and branching processes in non-favorable random environment
Probability
2023-03-15 v1
Abstract
Let be a random walk whose increments belong without centering to the domain of attraction of an -stable law , i.e. for some scaling constants . Assuming that and we prove several conditional limit theorems for the distribution of given and . 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