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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2022 Volume 34, Issue 3, Pages 20–33 (Mi dm1728)

This article is cited in 5 papers

Critical branching processes evolving in a unfavorable random environment

V. A. Vatutin, E. E. Dyakonova

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Abstract: Let $\{Z_{n},n=0,1,2,\dots\}$ be a critical branching process in a random environment, and $\{S_{n},n=0,1,2,\dots\}$ be its associated random walk. It is known that if the increments of this random walk belong (without centering) to the domain of attraction of a stable law, then there exists a regularly varying at infinity sequence $a_{1},a_{2},\dots$ such that conditional distributions
\begin{equation*} \mathbf{P}\bigg(\frac{S_{n}}{a_{n}}\leq x\Bigm| Z_{n}>0\bigg),\quad x\in(-\infty,+\infty), \end{equation*}
converge weakly to the distribution of strictly positive proper random variable. In this paper we add to this result the description of the asymptotic behavior of the probability
\begin{equation*} \mathbf{P}(Z_{n}>0, S_{n}\leq \varphi(n)), \end{equation*}
where $\varphi (n)\to \infty$ for $n\to \infty$ in such a way that $\varphi (n)=o(a_{n})$.

Keywords: branching process, unfavorable random environment, non-extinction probability.

UDC: 519.218.27

Received: 03.06.2022

DOI: 10.4213/dm1728


 English version:
Discrete Mathematics and Applications, 2024, 34:3, 175–186


© Steklov Math. Inst. of RAS, 2024