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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2000 Volume 12, Issue 2, Pages 31–50 (Mi dm326)

This article is cited in 2 papers

On the time of attaining a maximum by a critical branching process in a random environment and by a stopped random walk

V. I. Afanasyev


Abstract: Let $\{\xi_n\}$ be a critical branching process in a random environment with linear-fractional generating functions, $T$ be the time of extinction of $\{\xi_n\}$, $T_M$ be the first maximum passage time of $\{\xi_n\}$. We study the asymptotic behaviour of $\mathsf P(T_M>n)$ and prove limit theorems for the random variables $\{T_M/n\mid T>n\}$ and $\{T_M/T\mid T>n\}$ as $n\to\infty$. Similar results are established for the stopped random walk with zero drift.

UDC: 519.2

Received: 23.12.1998

DOI: 10.4213/dm326


 English version:
Discrete Mathematics and Applications, 2000, 10:3, 243–264

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© Steklov Math. Inst. of RAS, 2025