Informatics and Automation, Branching processes, random walks, and related problems, Tome 282 (2013), pp. 10-21
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V. I. Afanasyev. High level subcritical branching processes in a random environment. Informatics and Automation, Branching processes, random walks, and related problems, Tome 282 (2013), pp. 10-21. http://geodesic.mathdoc.fr/item/TRSPY_2013_282_a1/
@article{TRSPY_2013_282_a1,
author = {V. I. Afanasyev},
title = {High level subcritical branching processes in a~random environment},
journal = {Informatics and Automation},
pages = {10--21},
year = {2013},
volume = {282},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TRSPY_2013_282_a1/}
}
TY - JOUR
AU - V. I. Afanasyev
TI - High level subcritical branching processes in a random environment
JO - Informatics and Automation
PY - 2013
SP - 10
EP - 21
VL - 282
UR - http://geodesic.mathdoc.fr/item/TRSPY_2013_282_a1/
LA - ru
ID - TRSPY_2013_282_a1
ER -
%0 Journal Article
%A V. I. Afanasyev
%T High level subcritical branching processes in a random environment
%J Informatics and Automation
%D 2013
%P 10-21
%V 282
%U http://geodesic.mathdoc.fr/item/TRSPY_2013_282_a1/
%G ru
%F TRSPY_2013_282_a1
A subcritical branching process in a random environment is considered under the assumption that the moment-generating function of a step of the associated random walk $\Theta(t)$, $t\geq0$, is equal to 1 for some value of the argument $\varkappa>0$. Let $T_x$ be the time when the process first attains the half-axis $(x,+\infty)$ and $T$ be the lifetime of this process. It is shown that the random variable $T_x/\ln x$, considered under the condition $T_x<+\infty$, converges in distribution to a degenerate random variable equal to $1/\Theta'(\varkappa)$, and the random variable $T/\ln x$, considered under the same condition, converges in distribution to a degenerate random variable equal to $1/\Theta'(\varkappa)-1/\Theta'(0)$.
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