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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2023 Volume 68, Issue 3, Pages 509–531 (Mi tvp5633)

This article is cited 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

DOI: 10.4213/tvp5633


 English version:
Theory of Probability and its Applications, 2023, 68:3, 411–430

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© Steklov Math. Inst. of RAS, 2024