On the time of attaining a maximum by a critical branching process in a random environment and by a stopped random walk
Diskretnaya Matematika, Tome 12 (2000) no. 2, pp. 31-50
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Let $\{\xi_n\}$ be a critical branching process in a random environment with linear-fractional generating functions, $T$ be the time of extinction of $\{\xi_n\}$, $T_M$ be the first maximum passage time of
$\{\xi_n\}$. We study the asymptotic behaviour of $\mathsf P(T_M>n)$ and prove limit theorems for the random variables $\{T_M/n\mid T>n\}$ and $\{T_M/T\mid T>n\}$ as $n\to\infty$.
Similar results are established for the stopped random walk with zero drift.
@article{DM_2000_12_2_a2,
author = {V. I. Afanasyev},
title = {On the time of attaining a maximum by a critical branching process in a random environment and by a stopped random walk},
journal = {Diskretnaya Matematika},
pages = {31--50},
publisher = {mathdoc},
volume = {12},
number = {2},
year = {2000},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_2000_12_2_a2/}
}
TY - JOUR AU - V. I. Afanasyev TI - On the time of attaining a maximum by a critical branching process in a random environment and by a stopped random walk JO - Diskretnaya Matematika PY - 2000 SP - 31 EP - 50 VL - 12 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DM_2000_12_2_a2/ LA - ru ID - DM_2000_12_2_a2 ER -
%0 Journal Article %A V. I. Afanasyev %T On the time of attaining a maximum by a critical branching process in a random environment and by a stopped random walk %J Diskretnaya Matematika %D 2000 %P 31-50 %V 12 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/DM_2000_12_2_a2/ %G ru %F DM_2000_12_2_a2
V. I. Afanasyev. On the time of attaining a maximum by a critical branching process in a random environment and by a stopped random walk. Diskretnaya Matematika, Tome 12 (2000) no. 2, pp. 31-50. http://geodesic.mathdoc.fr/item/DM_2000_12_2_a2/