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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2013 Volume 282, Pages 10–21 (Mi tm3487)

This article is cited in 4 papers

High level subcritical branching processes in a random environment

V. I. Afanasyev

Steklov Mathematical Institute of the Russian Academy of Sciences, Moscow, Russia

Abstract: A subcritical branching process in a random environment is considered under the assumption that the moment-generating function of a step of the associated random walk $\Theta(t)$, $t\geq0$, is equal to 1 for some value of the argument $\varkappa>0$. Let $T_x$ be the time when the process first attains the half-axis $(x,+\infty)$ and $T$ be the lifetime of this process. It is shown that the random variable $T_x/\ln x$, considered under the condition $T_x<+\infty$, converges in distribution to a degenerate random variable equal to $1/\Theta'(\varkappa)$, and the random variable $T/\ln x$, considered under the same condition, converges in distribution to a degenerate random variable equal to $1/\Theta'(\varkappa)-1/\Theta'(0)$.

UDC: 519.218.27

Received in September 2012

DOI: 10.1134/S0371968513030023


 English version:
Proceedings of the Steklov Institute of Mathematics, 2013, 282, 4–14

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