English

A unifying approach to branching processes in varying environments

Probability 2019-11-11 v7

Abstract

Branching processes (Zn)n0(Z_n)_{n \ge 0} in a varying environment generalize the Galton-Watson process, in that they allow time-dependence of the offspring distribution. Our main results concern general criteria for a.s. extinction, square-integrability of the martingale (Zn/E[Zn])n0(Z_n/\mathbf E[Z_n])_{n \ge 0}, properties of the martingale limit WW and a Yaglom type result stating convergence to an exponential limit distribution of the suitably normalized population size ZnZ_n, conditioned on the event Zn>0Z_n >0. The theorems generalize/unify diverse results from the literature and lead to a classification of the processes.

Keywords

Cite

@article{arxiv.1703.01960,
  title  = {A unifying approach to branching processes in varying environments},
  author = {Götz Kersting},
  journal= {arXiv preprint arXiv:1703.01960},
  year   = {2019}
}

Comments

26 pages, improvements, in particular Theorem 4, version as to appear in the J. Appl. Probab. 57.1

R2 v1 2026-06-22T18:37:19.464Z