Abstract:
It is well known that branching processes in random environment (BPRE) can be described in terms of the associated random walk
$$
S_n = \xi_1 + \ldots + \xi_n,
$$
where $\xi_k = \ln \varphi_{\eta_k}'(1)$, $\varphi_x (t)$ and $\eta_k$ are probability generating function and random environment respectively. The talk will address the issue of extinction of a branching process in random environment with cooling with $\mathsf{E} \xi_1 = 0$, where, in contrast to the classical BPRE, the $n$th environment lasts for $\tau_n$ generations. It turns out that this modification of BPRE is also closely related to the random walk
$$
S_n = \tau_1 \xi_1 + \ldots + \tau_n \xi_n,
$$
where $\xi_k = \ln \varphi_{\eta_k}'(1)$, $\varphi_x (t)$ and $\eta_k$ are probability generating functions and random environment respectively and $\tau_k$ is called the $k$th cooling.
In this talk we will show that if the number of offsprings of any particle has geometric distribution and if the moments of $\xi$ and $\{ \tau_n \}_{n = 1}^{\infty}$ satisfy some assumptions, then the survival probability of the process satisfies the following asymptotic relation