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 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.

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.

Limit theorem for multitype critical branching process evolving in random environment

2015 ◽  
Vol 25 (3) ◽  
Author(s):  
Elena E. Dyakonova
Keyword(s):  
Limit Theorem ◽  
Random Environment ◽  
Branching Process ◽  
Functional Limit Theorem ◽  
Functional Limit ◽  
Critical Branching Process ◽  
Number Of Particles

AbstractWe investigate a multitype critical branching process in an i.i.d. random environment. A functional limit theorem is proved for the logarithm of the number of particles in the process at moments nt, 0 ≤ t ≤ 1, conditioned on its survival up to moment n → ∞.

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.

Branching processes in a Markov random environment

2014 ◽  
Vol 24 (6) ◽  
Author(s):  
Elena E. Dyakonova
Keyword(s):  
Limit Theorem ◽  
Invariance Principle ◽  
Random Environment ◽  
Branching Processes ◽  
Functional Limit Theorem ◽  
Functional Limit ◽  
Markov Random ◽  
Tail Behaviour ◽  
Conditional Invariance ◽  
Number Of Particles

AbstractThe paper is concerned with critical branching processes in a Markov random environment. A conditional functional limit theorem for the number of particles in a process and a conditional invariance principle are proved. The asymptotic tail behaviour for the distributions of the maximum and the total number of particles in a process is found.

A subcritical decomposable branching process in a mixed environment

2018 ◽  
Vol 28 (5) ◽  
pp. 275-283 ◽  
Author(s):  
Elena E. Dyakonova
Keyword(s):  
Limit Theorem ◽  
Random Environment ◽  
Conditional Distribution ◽  
Branching Process ◽  
Number Of Particles

Abstract A two-type decomposable branching process is considered in which particles of the first type may produce at the death moment offspring of both types while particles of the second type may produce at the death moment offspring of their own type only. The reproduction law of the first type particles is specified by a random environment. The reproduction law of the second type particles is one and the same for all generations. A limit theorem is proved describing the conditional distribution of the number of particles in the process at time nt, t ∈ (0,1], given the survival of the process up to moment n → ∞.

scholarly journals Berry-Esseen bound for nearly critical branching processes with immigration

2019 ◽  
pp. 42-49
Author(s):  
Ya. Khusanbaev ◽  
S. Sharipov ◽  
V. Golomoziy
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Rate Of Convergence ◽  
Central Limit ◽  
Branching Process ◽  
Branching Processes ◽  
Branching Process With Immigration ◽  
Critical Branching Process

In this paper, we consider a nearly critical branching process with immigration. We obtain the rate of convergence in central limit theorem for nearly critical branching processes with immigration.

scholarly journals Period-Life of a Branching Process with Migration and Continuous Time

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 868
Author(s):  
Khrystyna Prysyazhnyk ◽  
Iryna Bazylevych ◽  
Ludmila Mitkova ◽  
Iryna Ivanochko
Keyword(s):  
Random Process ◽  
Generating Function ◽  
Continuous Time ◽  
Branching Process ◽  
Probability Generating Function ◽  
Time Interval ◽  
The Moment ◽  
First Time ◽  
Critical Branching Process ◽  
Number Of Particles

The homogeneous branching process with migration and continuous time is considered. We investigated the distribution of the period-life τ, 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. The probability generating function of the random process, which describes the behavior of the process within the period-life, was obtained. The boundary theorem for the period-life of the subcritical or critical branching process with migration was found.

scholarly journals On estimation of the variances for critical branching processes with immigration

2010 ◽  
Vol 47 (02) ◽  
pp. 526-542
Author(s):  
Chunhua Ma ◽  
Longmin Wang
Keyword(s):  
Least Squares ◽  
Branching Process ◽  
Branching Processes ◽  
Limiting Distributions ◽  
Least Squares Estimators ◽  
Conditional Least Squares ◽  
Regularly Varying ◽  
Branching Process With Immigration ◽  
Critical Branching Process

The conditional least-squares estimators of the variances are studied for a critical branching process with immigration that allows the offspring distributions to have infinite fourth moments. We derive different forms of limiting distributions for these estimators when the offspring distributions have regularly varying tails with index α. In particular, in the case in which 2 &lt; α &lt; 8/3, the normalizing factor of the estimator for the offspring variance is smaller than √n, which is different from that of Winnicki (1991).

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