The survival probability of a critical branching process in random environment
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 3, pp. 607-615
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In this paper we determine the asymptotic behavior of the survival probability of a critical branching process in a random environment. In the special case of independent identically distributed geometric offspring distributions, and the somewhat more general case of offspring distributions with linear fractional generating functions, Kozlov proved that, as $n\to\infty$, the probability of nonextinction at generation $n$ is proportional to $n^{-1/2}$. We establish Kozlov's asymptotic for general independent identically distributed offspring distributions.
Keywords:
branching processes, random environments, conditioned random walks.
@article{TVP_2000_45_3_a13,
author = {J. Geiger and G. Kersting},
title = {The survival probability of a critical branching process in random environment},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {607--615},
publisher = {mathdoc},
volume = {45},
number = {3},
year = {2000},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a13/}
}
TY - JOUR AU - J. Geiger AU - G. Kersting TI - The survival probability of a critical branching process in random environment JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2000 SP - 607 EP - 615 VL - 45 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a13/ LA - en ID - TVP_2000_45_3_a13 ER -
J. Geiger; G. Kersting. The survival probability of a critical branching process in random environment. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 3, pp. 607-615. http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a13/