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This article is cited in 3 scientific papers (total in 3 papers)
Population size of a critical branching process evolving in unfovarable environment
V. A. Vatutin, E. E. Dyakonova Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
Let $\{Z_n,\, n=0,1,\dots\}$ be a critical branching process
in a random environment and let $\{S_n,\, n=0,1,\dots\}$ be its
associated random walk. It is known that if the distribution of increments
of this random walk belongs (without centering) to the domain of attraction
of a stable distribution, then there is a sequence $a_1,a_2,\dots$
regularly varying at infinity such that, for any ${t\in (0,1]}$ and ${x\in(0,+\infty)}$, $\lim_{n\to \infty}\mathbf{P}({\ln Z_{nt}}/{a_n}\leq x\mid Z_n>0) = \lim_{n\to \infty}\mathbf{P}({S_{nt}}/{a_n}\leq x\mid {Z_n>0})=\mathbf{P}({Y_t^+\leq x})$,
where $Y_{t}^{+}$ is the value at point $t$ of the meander of unit length of
a strictly stable process. We complement this result with a description of
conditional distributions of appropriately normalized random variables
(r.v.'s) $\ln Z_{nt}$ and $S_{nt}$, given $\{S_n\leq\varphi(n);\ Z_n>0\}$,
where $\varphi (n)\to \infty $ as $n\to \infty $ in such a way that $\varphi
(n)=o(a_n)$.
Keywords:
branching process, unfavorable random environment, survival probability.
Received: 31.01.2023 Accepted: 01.02.2023
Citation:
V. A. Vatutin, E. E. Dyakonova, “Population size of a critical branching process evolving in unfovarable environment”, Teor. Veroyatnost. i Primenen., 68:3 (2023), 509–531; Theory Probab. Appl., 68:3 (2023), 411–430
Linking options:
https://www.mathnet.ru/eng/tvp5633https://doi.org/10.4213/tvp5633 https://www.mathnet.ru/eng/tvp/v68/i3/p509
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Abstract page: | 199 | Full-text PDF : | 27 | References: | 33 | First page: | 11 |
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