scholarly journals Multi-type subcritical branching processes in a random environment

2018 ◽  
Vol 50 (A) ◽  
pp. 281-289 ◽  
Author(s):  
Vladimir Vatutin ◽  
Vitali Wachtel
Keyword(s):  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Subcritical Case ◽  
One Dimensional ◽  
Conditional Limit Theorem ◽  
Long Time ◽  
The One ◽  
Conditional Limit ◽  
Number Of Particles

Abstract We study the asymptotic behavior of the survival probability of a multi-type branching process in a random environment. In the one-dimensional situation, the class of processes considered corresponds to the strongly subcritical case. We also prove a conditional limit theorem describing the distribution of the number of particles in the process given its survival for a long time.

Reduced multitype critical branching processes in random environment

2018 ◽  
Vol 28 (1) ◽  
pp. 7-22 ◽  
Author(s):  
Elena E. Dyakonova
Keyword(s):  
Limit Theorem ◽  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Critical Branching Process ◽  
Number Of Particles

Abstract We consider a multitype critical branching process Zn, n = 0, 1,…, in an i.i.d. random environment. Let Zm,n be the number of particles in this process at time m having descendants at time n. A limit theorem is proved for the logarithm of Znt,n at moments nt,0 ≤ t ≤ 1, conditioned on the survival of the process Zn up to moment n when n → ∞.

scholarly journals Branching processes in random environment die slowly

2008 ◽  
Vol DMTCS Proceedings vol. AI,... (Proceedings) ◽  
Author(s):  
Vladimir Vatutin ◽  
Andreas Kyprianou
Keyword(s):  
Random Walk ◽  
Random Environment ◽  
Generating Functions ◽  
Limit Theorems ◽  
Branching Process ◽  
Branching Processes ◽  
Limit Distributions ◽  
Conditional Limit Theorems ◽  
International Audience ◽  
Conditional Limit

International audience Let $Z_n,n=0,1,\ldots,$ be a branching process evolving in the random environment generated by a sequence of iid generating functions $f_0(s),f_1(s),\ldots,$ and let $S_0=0$, $S_k=X_1+ \ldots +X_k,k \geq 1$, be the associated random walk with $X_i=\log f_{i-1}^{\prime}(1), \tau (m,n)$ be the left-most point of minimum of $\{S_k,k \geq 0 \}$ on the interval $[m,n]$, and $T=\min \{ k:Z_k=0\}$. Assuming that the associated random walk satisfies the Doney condition $P(S_n > 0) \to \rho \in (0,1), n \to \infty$, we prove (under the quenched approach) conditional limit theorems, as $n \to \infty$, for the distribution of $Z_{nt}, Z_{\tau (0,nt)}$, and $Z_{\tau (nt,n)}, t \in (0,1)$, given $T=n$. It is shown that the form of the limit distributions essentially depends on the location of $\tau (0,n)$ with respect to the point $nt$.

scholarly journals Branching processes in a random environment with immigration stopped at zero

2020 ◽  
Vol 57 (1) ◽  
pp. 237-249 ◽  
Author(s):  
Elena Dyakonova ◽  
Doudou Li ◽  
Vladimir Vatutin ◽  
Mei Zhang
Keyword(s):  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Time Interval ◽  
Tail Distribution ◽  
The Moment ◽  
Branching Process With Immigration ◽  
First Time ◽  
Critical Branching Process ◽  
Number Of Particles

AbstractA critical branching process with immigration which evolves in a random environment is considered. Assuming that immigration is not allowed when there are no individuals in the population, we investigate the tail distribution of the so-called life period of the process, i.e. the length of the time interval between the moment when the process is initiated by a positive number of particles and the moment when there are no individuals in the population for the first time.

ON ASYMPTOTIC RELATIONS FOR THE CRITICAL GALTON – WATSON PROCESS

2021 ◽  
pp. 5-16
Author(s):  
K.E. Kudratov ◽  
◽  
Y.M. Khusanbaev ◽  
Keyword(s):  
Single Particle ◽  
Branching Process ◽  
Critical Case ◽  
Random Number ◽  
Branching Processes ◽  
Factorial Moment ◽  
Subcritical Case ◽  
Watson Process ◽  
Third Moment ◽  
Number Of Particles

Determining the asymptotics of the continuation probability for a Galton–Watson branching process is one of the most important problems in the theory of branching processes. This problem was solved by A.N. Kolmogorov (1938) in the case when the process starts with a single particle, and the classical result is obtained. A similar result for continuous branching processes was proved by B.A. Sevastyanov (1951). The next term in the expansion for continuous branching processes was obtained by V.M. Zolotarev (1957). The next term in the expansion for continuous branching processes in the critical case was obtained by V.P. Chistyakov (1957); the asymptotic expansion in the subcritical case under the condition of finiteness of the k-factorial moment was obtained by R. Mukhamedkhanova (1966). Asymptotic expansions for discrete branching processes in the subcritical and supercritical cases, provided that any m-factorial moment is finite, were obtained by S.V. Nagaev and R. Mukhamedkhanova (1966). In the critical case, the weak convergence of the conditional distribution of the quantity P(Z(n) > 0)Z(n) under the condition Z(n) > 0 to the exponential distribution was proved by A.M. Yaglom (1947) for processes starting with a single particle in the case of finiteness of the third moment of the number of generations. Subsequently, Spitzer, Kesten, and Ney (1966) proved this result under the condition that the second moment is finite. A similar result for branching processes with continuous parameters was established by V.M. Zolotarev (1957). In this paper, we study the asymptotics of the probability of continuation of the critical Galton-Watson process, starting with η particles. In addition, we prove an analogue of Yaglom’s theorem for critical Galton – Watson processes starting with a random number of particles.

Multitype weakly subcritical branching processes in random environment

2021 ◽  
Vol 31 (3) ◽  
pp. 207-222
Author(s):  
Vladimir A. Vatutin ◽  
Elena E. Dyakonova
Keyword(s):  
Random Walk ◽  
Random Environment ◽  
Survival Probability ◽  
Branching Process ◽  
Branching Processes ◽  
Left Eigenvector ◽  
Mean Values ◽  
Long Time ◽  
The Mean ◽  
Independent Identically Distributed

Abstract A multi-type branching process evolving in a random environment generated by a sequence of independent identically distributed random variables is considered. The asymptotics of the survival probability of the process for a long time is found under the assumption that the matrices of the mean values of direct descendants have a common left eigenvector and the increment X of the associated random walk generated by the logarithms of the Perron roots of these matrices satisfies conditions E X < 0 and E XeX > 0.

scholarly journals Skeletal stochastic differential equations for superprocesses

2020 ◽  
Vol 57 (4) ◽  
pp. 1111-1134
Author(s):  
Dorottya Fekete ◽  
Joaquin Fontbona ◽  
Andreas E. Kyprianou
Keyword(s):  
Branching Process ◽  
Branching Processes ◽  
Subcritical Case ◽  
Markov Branching Process ◽  
Continuous State ◽  
Common Framework ◽  
Infinite Line ◽  
Current Article ◽  
Lines Of Descent ◽  
Skeletal Representation

AbstractIt is well understood that a supercritical superprocess is equal in law to a discrete Markov branching process whose genealogy is dressed in a Poissonian way with immigration which initiates subcritical superprocesses. The Markov branching process corresponds to the genealogical description of prolific individuals, that is, individuals who produce eternal genealogical lines of descent, and is often referred to as the skeleton or backbone of the original superprocess. The Poissonian dressing along the skeleton may be considered to be the remaining non-prolific genealogical mass in the superprocess. Such skeletal decompositions are equally well understood for continuous-state branching processes (CSBP).In a previous article [16] we developed an SDE approach to study the skeletal representation of CSBPs, which provided a common framework for the skeletal decompositions of supercritical and (sub)critical CSBPs. It also helped us to understand how the skeleton thins down onto one infinite line of descent when conditioning on survival until larger and larger times, and eventually forever.Here our main motivation is to show the robustness of the SDE approach by expanding it to the spatial setting of superprocesses. The current article only considers supercritical superprocesses, leaving the subcritical case open.

Total progeny in a multitype critical age dependent branching process with immigration

1974 ◽  
Vol 11 (3) ◽  
pp. 458-470 ◽  
Author(s):  
Howard J. Weiner
Keyword(s):  
Limit Theorem ◽  
Branching Process ◽  
Cell Types ◽  
Dimensional Case ◽  
One Dimensional ◽  
Age Dependent ◽  
Total Progeny ◽  
Critical Age ◽  
The One ◽  
Branching Process With Immigration

In a multitype critical age dependent branching process with immigration, the numbers of cell types born by t, divided by t2, tends in law to a one-dimensional (degenerate) law whose Laplace transform is explicitily given. The method of proof makes a correspondence between the moments in the m-dimensional case and the one-dimensional case, for which the corresponding limit theorem is known. Other applications are given, a possible relaxation of moment assumptions, and extensions are indicated.

scholarly journals The Critical Galton-Watson Process Without Further Power Moments

2007 ◽  
Vol 44 (03) ◽  
pp. 753-769 ◽  
Author(s):  
S. V. Nagaev ◽  
V. Wachtel
Keyword(s):  
Asymptotic Behavior ◽  
Limit Theorem ◽  
Generating Function ◽  
Branching Process ◽  
Alternative Proof ◽  
Conditional Limit Theorem ◽  
Power Moments ◽  
Watson Process ◽  
Conditional Limit

In this paper we prove a conditional limit theorem for a critical Galton-Watson branching process {Z n ; n ≥ 0} with offspring generating function s + (1 − s)L((1 − s)−1), where L(x) is slowly varying. In contrast to a well-known theorem of Slack (1968), (1972) we use a functional normalization, which gives an exponential limit. We also give an alternative proof of Sze's (1976) result on the asymptotic behavior of the nonextinction probability.

A coupling of finite particle systems

1993 ◽  
Vol 30 (01) ◽  
pp. 258-262 ◽  
Author(s):  
T. S. Mountford
Keyword(s):  
Invariant Measure ◽  
Branching Process ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Initial Configuration ◽  
Limit Measure ◽  
One Dimensional ◽  
Interacting Particle ◽  
The One ◽  
Finite Particle

We show that for a large class of one-dimensional interacting particle systems, with a finite initial configuration, any limit measure , for a sequence of times tending to infinity, must be invariant. This result is used to show that the one-dimensional biased annihilating branching process with parameter &gt; 1/3 converges in distribution to the upper invariant measure provided its initial configuration is almost surely finite and non-null.

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