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Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
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On positiveness of markov chain in a random environment with absorbing at zero A. V. Shklyaevab a Lomonosov Moscow State University b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow |
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Abstract: In the report I will tell about joint results with P. Senko, generalizing classical theorem of Afanasyev, Geiger, Kersting, Vatutin for branching processes in a random environment (BPRE). Consider the sequence $$ Y_{n+1} = A_n Y_n + B_n. $$ Here $$ {\mathbf E}(\left|B_{n+1}\right|^{1+\delta}|Y_n)\le d(\eta_{n+1}) Y_n $$ for some Moreover, assume that This model inculdes a lot of branching processes, particularly, BPRE and bisexual BPRE. The main result of the work describes the asymptotics of $$ {\mathbf P}(Y_n>0) $$ as |