Waves in Reduced Branching Processes in a Random Environment

V. A. Vatutin ; E. E. D'yakonova

Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 4, pp. 665-683

Résumé

Let $Z(n)$, $n=0,1\dots,$ be a branching process evolving in the random environment generated by a sequence of independent identically distributed generating functions $f_{0}(s),f_{1}(s),\dots,$ and let $S_{0}=0$, $S_{k}=X_{1}+\dots+X_{k}$, $k\ge1,$ be the associated random walk with $X_{i}=\log f_{i-1}'(1),$ and $\tau (n)$ be the leftmost point of the minimum of $\{ S_{k}$,$k\ge0\} $ on the interval $[0,n]$. Denoting by $Z(k,m)$ the number of particles existing in the branching process at the time moment $k\le m$ which have nonempty offspring at the time moment $m$, and 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 $Z(nt_{1},nt_{2})$, $0$ given $Z(n)>0$. It is shown that the form of the limit distributions essentially depends on the position of $\tau (n)$ with respect to the interval $[nt_{1},nt_{2}].$

Détail

Keywords: branching processes in a random environment, Doney condition, conditional limit theorems.