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We consider a supercritical branching process $Z_n$ in a stationary and ergodic random environment $\xi =(\xi_n)_{n\ge0}$. Due to the martingale convergence theorem, it is known that the normalized population size $W_n=Z_n/ (\mathbb E…

概率论 · 数学 2018-06-14 Ewa Damek , Nina Gantert , Konrad Kolesko

Suppose that $(Z_n)_{n\geq0}$ is a supercritical branching process in independent and identically distributed random environment. The right tail function of the scaled growth rate for $(Z_n)_{n\geq0}$ is studied. The upper bounds for…

概率论 · 数学 2021-03-02 Yinna Ye

Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in random environment and let $\left\{ S_{n},n=0,1,2,...\right\} $ be its associated random walk. It is known that if the increments of this random walk belong…

概率论 · 数学 2022-09-29 Vladimir Vatutin , Elena Dyakonova

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…

概率论 · 数学 2026-04-08 Y. Kirpicheva , A. Shklyaev

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi$. We study the convergence rates of the martingale $W_n = Z_n/ E[Z_n| \xi]$ to its limit $W$. The following results about the convergence almost sur (a.s.), in…

概率论 · 数学 2013-02-19 Chunmao Huang , Quansheng Liu

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

概率论 · 数学 2020-05-29 Wei Xu

Motivated by seminal paper of Kozlov et al.(1975) we consider in this paper a branching process with a geometric offspring distribution parametrized by random success probability $A$ and immigration equals $1$ in each generation. In…

概率论 · 数学 2019-07-31 Ayan Bhattacharya , Zbigniew Palmowski

Let $\{Z_{m},m\geq 0\}$ be a critical branching process in random environment and $\{S_{m},m\geq 0\}$ be its associated random walk. Assuming that the increments distribution of the associated random walk belongs without centering to the…

概率论 · 数学 2025-12-30 Vladimir Vatutin , Elena Dyakonova

A critical branching process $\left\{ Z_{k},k=0,1,2,...\right\} $ in a random environment is considered. A conditional functional limit theorem for the properly scaled process $\left\{ \log Z_{pu},0\leq u<\infty \right\} $ is established…

概率论 · 数学 2016-03-11 Vladimir Vatutin , Elena Dyakonova

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

概率论 · 数学 2025-03-27 Kateryna Akbash , Ivan Matsak

The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…

概率论 · 数学 2015-04-21 Vladimir Vatutin , Elena Dyakonova

A branching process in random environment $(Z_n, n \in \N)$ is a generalization of Galton Watson processes where at each generation the reproduction law is picked randomly. In this paper we give several results which belong to the class of…

概率论 · 数学 2008-12-15 Vincent Bansaye , Julien Berestycki

Let ${Z_{n},n\geq 0} $ be a critical branching process in random environment and let $T$ be its moment of extinction. Under the annealed approach we prove, as $n\to \infty ,$ a limit theorem for the number of particles in the process at…

概率论 · 数学 2010-11-19 C. Boeinghoff , E. E. Dyakonova , G. Kersting , V. A. Vatutin

We work under the A\"{\i}d\'{e}kon-Chen conditions which ensure that the derivative martingale in a supercritical branching random walk on the line converges almost surely to a nondegenerate nonnegative random variable that we denote by…

概率论 · 数学 2020-02-14 Dariusz Buraczewski , Alexander Iksanov , Bastien Mallein

In this paper, we investigate the asymptotic behavior of supercritical branching Markov processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. Recently, Ren et al. [Appl. Probab. 61…

概率论 · 数学 2025-10-01 Runjia Luo , Yan-Xia Ren , Renming Song , Rui Zhang

Motivated by a seminal paper of Kesten et al. (1975) we consider a branching process with a geometric offspring distribution with i.i.d. random environmental parameters $A_n$, $n\ge 1$ and size -1 immigration in each generation. In contrast…

概率论 · 数学 2020-10-21 Sergey Foss , Dmitry Korshunov , Zbigniew Palmowski

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 $j \geq k,$…

概率论 · 数学 2016-06-15 Ion Grama , Quansheng Liu , Eric Miqueu

Let $Z_{n}$ be the number of individuals in a subcritical BPRE evolving in the environment generated by iid probability distributions. Let $X$ be the logarithm of the expected offspring size per individual given the environment. Assuming…

概率论 · 数学 2013-12-20 Vincent Bansaye , Vladimir Vatutin

Let $(Z_{n})$ be a supercritical branching process in a random environment $\xi $, and $W$ be the limit of the normalized population size $Z_{n}/\mathbb{E}[Z_{n}|\xi ]$. We show large and moderate deviation principles for the sequence $\log…

概率论 · 数学 2013-02-19 Chunmao Huang , Quansheng Liu

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 $% \alpha $-stable law, i.e., there are some scaling constants $a_{n}$ such that the sequence…

概率论 · 数学 2023-12-19 Congzao Dong , Elena Dyakonova , Vladimir Vatutin
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