Large deviations of branching processes with immigration in random environment

2017 ◽  
Vol 27 (6) ◽  
Author(s):  
Dmitriy V. Dmitruschenkov ◽  
Alexander V. Shklyaev
Keyword(s):  
Large Deviations ◽  
Random Environment ◽  
Branching Process ◽  
Branching Processes

AbstractWe consider branching process

Large deviations of branching process in a random environment

2021 ◽  
Vol 31 (4) ◽  
pp. 281-291
Author(s):  
Aleksandr V. Shklyaev
Keyword(s):  
Difference Equation ◽  
Large Deviations ◽  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Random Variables ◽  
Asymptotic Formulas ◽  
Random Difference Equation ◽  
Random Difference ◽  
Independent Identically Distributed

Abstract In this first part of the paper we find the asymptotic formulas for the probabilities of large deviations of the sequence defined by the random difference equation Y n+1=A n Y n + B n , where A 1, A 2, … are independent identically distributed random variables and B n may depend on { ( A k , B k ) , 0 ⩽ k < n } $ \{(A_k,B_k),0\leqslant k \lt n\} $ for any n≥1. In the second part of the paper this results are applied to the large deviations of branching processes in a random environment.

Functional limit theorems for high-level subcritical branching processes in random environment

2014 ◽  
Vol 24 (5) ◽  
Author(s):  
Valeriy I. Afanasyev
Keyword(s):  
Random Environment ◽  
Limit Theorems ◽  
Branching Process ◽  
Branching Processes ◽  
Moment Generating Function ◽  
Functional Limit ◽  
Functional Limit Theorems ◽  
The Moment ◽  
High Level ◽  
Passage Times

AbstractThe paper is concerned with subcritical branching process in random environment. It is assumed that the moment-generating function of steps of the associated random walk is equal to 1 for some positive value of the argument. Functional limit theorems for sizes of various generations and passage times to various levels are put forward.

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 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.

scholarly journals Path to survival for the critical branching processes in a random environment

2017 ◽  
Vol 54 (2) ◽  
pp. 588-602 ◽  
Author(s):  
Vladimir Vatutin ◽  
Elena Dyakonova
Keyword(s):  
Random Walk ◽  
Limit Theorem ◽  
Random Environment ◽  
Branching Process ◽  
Branching Processes ◽  
Functional Limit Theorem ◽  
Levy Process ◽  
Initial Part ◽  
Functional Limit ◽  
Critical Branching Process

Abstract A critical branching process {Zk, k = 0, 1, 2, ...} in a random environment is considered. A conditional functional limit theorem for the properly scaled process {log Zpu, 0 ≤ u < ∞} is established under the assumptions that Zn > 0 and p ≪ n. It is shown that the limiting process is a Lévy process conditioned to stay nonnegative. The proof of this result is based on a limit theorem describing the distribution of the initial part of the trajectories of a driftless random walk conditioned to stay nonnegative.

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