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In this paper, we consider the subcritical branching random walk in a random environment. We assume the branching and the step jump are independent; and the branching is in random envirenment, i.e., the particles in generation $n$ produce…

Probability · Mathematics 2026-05-21 Fu Wenxin , Hong Wenming

By a random process with immigration at random times we mean a shot noise process with a random response function (response process) in which shots occur at arbitrary random times. The so defined random processes generalize random processes…

Probability · Mathematics 2020-05-06 Congzao Dong , Alexander Iksanov

Consider a branching process $\{Z_n\}$ in a varying environment. Let $\{W_n\}$ be the natural martingale $Z_n/{\bf E}Z_n$. It converges to some random variable $W$ as $n\to\infty$. An important problem is to show that ${\bf P}(W>0)$ equals…

Probability · Mathematics 2026-04-08 Y. Kirpicheva , A. Shklyaev

Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $\xi$. We show the exact decay rate of the probability $\mathbb{P}(Z_n=j | Z_0 = k)$ as $n \to \infty$, for each $j \geq k,$…

Probability · Mathematics 2016-06-15 Ion Grama , Quansheng Liu , Eric Miqueu

Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…

Probability · Mathematics 2015-10-12 Alexander Iksanov , Alexander Marynych , Matthias Meiners

In this paper, we investigate the asymptotic behaviors of the survival probability and maximal displacement of a subcritical branching killed L\'{e}vy process $X$ in $\mathbb{R}$. Let $\zeta$ denote the extinction time, $M_t$ be the maximal…

Probability · Mathematics 2025-10-21 Yan-Xia Ren , Renming Song , Yaping Zhu

Under a first order moment condition on the immigration mechanism, we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration (CBI process) converges…

Probability · Mathematics 2020-10-13 Matyas Barczy , Sandra Palau , Gyula Pap

We introduce a branching process in a sparse random environment as an intermediate model between a Galton--Watson process and a branching process in a random environment. In the critical case we investigate the survival probability and…

Probability · Mathematics 2023-06-13 Dariusz Buraczewski , Congzao Dong , Alexander Iksanov , Alexander Marynych

The paper contains the complete analysis of the Galton-Watson models with immigration, including the processes in the random environment, stationary or non-stationary ones. We also study the branching random walk on $Z^d$ with immigration…

Probability · Mathematics 2018-12-14 Dan Han , Stanislav Molchanov , Joseph Whitmeyer

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition…

Probability · Mathematics 2011-08-11 Valeriy Afanasyev , Christian Böinghoff , Götz Kersting , Vladimir Vatutin

We study the asymptotic behaviour of the survival probability of a multi-type branching processes in random environment. The class of processes we consider corresponds, in the one-dimensional situation, to the intermediately subcritical…

Probability · Mathematics 2019-04-01 Vladimir Vatutin , Elena Dyakonova

We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…

Probability · Mathematics 2021-11-03 Leonid Mytnik , Jean-Michel Roquejoffre , Lenya Ryzhik

This review paper presents the known results on the asymptotics of the survival probability and limit theorems conditioned on survival of critical and subcritical branching processes in IID random environments. The key assumptions of the…

Probability · Mathematics 2011-10-28 Elena Dyakonova , Vladimir Vatutin , Serik Sagitov

Consider a critical branching random walk on $\mathbb{R}$. Let $Z^{(n)}(A)$ be the number of individuals in the $n$-th generation located in $A\in \mathcal{B}(\mathbb{R})$ and $Z_{n}:=Z^{(n)}(\mathbb{R})$ denote the population of the $n$-th…

Probability · Mathematics 2023-11-21 Wenming Hong , Shengli Liang

In this work we investigate limit theorems for the time-averaged process $\left(\frac{1}{t}\int_0^t X_s^x ds\right)_{t\geq 0}$ where $X^x$ is a subcritical continuous-state branching processes with immigration (CBI processes) starting in $x…

Probability · Mathematics 2022-10-19 Mariem Abdellatif , Martin Friesen , Peter Kuchling , Barbara Rüdiger

We investigate subcritical Galton-Watson branching processes with immigration in a random environment. Using Goldie's implicit renewal theory we show that under general Cram\'er condition the stationary distribution has a power law tail. We…

Probability · Mathematics 2020-02-04 Bojan Basrak , Peter Kevei

A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes. In particular, for the branching process $Z_n$ with offspring distribution $Y$, there exists a random variable $X$…

Probability · Mathematics 2007-05-23 David Assaf , Larry Goldstein , Ester Samuel-Cahn

We establish a general sufficient condition for a sequence of Galton Watson branching processes in varying environment to converge weakly. This condition extends previous results by allowing offspring distributions to have infinite…

Probability · Mathematics 2014-09-22 Vincent Bansaye , Florian Simatos

In this paper, a critical Galton-Watson branching process with immigration $Z_{n}$ is studied. We first obtain the convergence rate of the harmonic moment of $Z_{n}$. Then the large deviation of $S_{Z_n}:=\sum_{i=1}^{Z_n} X_i$ is obtained,…

Probability · Mathematics 2020-04-21 Doudou Li , Mei Zhang

Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…

Probability · Mathematics 2013-05-28 M. Emilia Caballero , José Luis Pérez Garmendia , Gerónimo Uribe Bravo
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