Some functionals for random walks and critical branching processes in extreme random environment

Let $\left\{ S_{n},n\geq 0\right\}$ be a random walk whose increment distribution belongs without centering to the domain of attraction of an $$-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence $S_{n}/a_{n},n=1,2,...,$ weakly converges, as $$ to a random variable having an $\alpha$-stable distribution. Let $S_{0}=0,$% \begin{equation*} L_{n}:=\min \left( S_{1},...,S_{n}\right) ,\tau _{n}:=\min \left\{ 0\leq k\leq n:S_{k}=\min (0,L_{n})\right\} . \end{equation*}% Assuming that $S_{n}\leq h(n),$ where $h(n)$ is $o(a_{n})$ and $$ exists we prove several limit theorems describing the asymptotic behavior of the functionals \begin{equation*} \mathbf{E}\left[ e^{S_{\tau _{n}}};S_{n}\leq h(n)\right] \end{equation*}% as $n\rightarrow \infty$. The obtained results are applied for studying the survival probability of a critical branching process evolving in an extremely unfavorable random environment. Key words: random walk, branching processes, random environment, survival probability, unfavorable environment