|
This article is cited in 3 scientific papers (total in 3 papers)
Multitype weakly subcritical branching processes in random environment
V. A. Vatutinab, E. E. D'yakonovaab a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
b Novosibirsk State University
Abstract:
A multi-type branching process evolving in a random environment generated by a sequence of independent identically distributed random variables is considered. The asymptotics of the survival probability of the process for a long time is found under the assumption that the matrices of the mean values of direct descendants have a common left eigenvector and the increment $X$ of the associated random walk generated by the logarithms of the Perron roots of these matrices satisfies conditions $\mathbf{E}X<0$ and $\mathbf{E}Xe^{X}>0$.
Keywords:
multitype branching processes, random environment, survival probability, change of measure.
Received: 28.05.2019
Citation:
V. A. Vatutin, E. E. D'yakonova, “Multitype weakly subcritical branching processes in random environment”, Diskr. Mat., 31:3 (2019), 26–46; Discrete Math. Appl., 31:3 (2021), 207–222
Linking options:
https://www.mathnet.ru/eng/dm1581https://doi.org/10.4213/dm1581 https://www.mathnet.ru/eng/dm/v31/i3/p26
|
Statistics & downloads: |
Abstract page: | 386 | Full-text PDF : | 47 | References: | 39 | First page: | 22 |
|