English

Branching processes in random environment die slowly

Probability 2008-04-09 v1

Abstract

Let Zn,n=0,1,...,Z_{n,}n=0,1,..., be a branching process evolving in the random environment generated by a sequence of iid generating functions % f_{0}(s),f_{1}(s),..., and let S0=0,Sk=X1+...+Xk,k1,S_{0}=0,S_{k}=X_{1}+...+X_{k},k\geq 1, be the associated random walk with Xi=logfi1(1),X_{i}=\log f_{i-1}^{\prime}(1), τ(m,n)\tau (m,n) be the left-most point of minimum of {Sk,k0}\left\{S_{k},k\geq 0\right\} on the interval [m,n],[m,n], and T=min{k:Zk=0}T=\min \left\{k:Z_{k}=0\right\} . Assuming that the associated random walk satisfies the Doney condition P(Sn>0)ρ(0,1),n,P(S_{n}>0) \to \rho \in (0,1),n\to \infty , we prove (under the quenched approach) conditional limit theorems, as nn\to \infty , for the distribution of Znt,Z_{nt}, Zτ(0,nt),Z_{\tau (0,nt)}, and Zτ(nt,n),Z_{\tau (nt,n)}, t(0,1),t\in (0,1), given T=nT=n. It is shown that the form of the limit distributions essentially depends on the location of τ(0,n)\tau (0,n) with respect to the point nt.nt.

Keywords

Cite

@article{arxiv.0804.1155,
  title  = {Branching processes in random environment die slowly},
  author = {V. Vatutin and A. E. Kyprianou},
  journal= {arXiv preprint arXiv:0804.1155},
  year   = {2008}
}
R2 v1 2026-06-21T10:28:36.633Z