Abstract
Let {Zn} be a weakly supercritical branching process in a random environment, and {Sn} be its associated random walk. We consider a natural martingale Wn = Znexp(−Sn), where n ≥ 0. We prove two limit theorems for the random process W⌊nt⌋, where t ∈ [0, 1], which is considered either under the condition on the unfavourable environment {max1≤i≤nSi} or under the condition on the unfavourable environment {Sn ≤ u}, where u is some positive constant.
Originally published in Diskretnaya Matematika (2022) 34, №3, 3–19 (in Russian).
Funding statement: This work was supported by the Russian Science Foundation under grant №19-11-00111, https://rscf.ru/project/19-11-00111/.
References
[1] Athreya K. B., Karlin S., “Branching processes with random environments II: Limit theorems”,Ann.Math. Statist., 42:6 (1971), 1843–1858.Search in Google Scholar
[2] Tanny D., “A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means”, Stoch. Proc. Appl., 28 (1998), 123–139.Search in Google Scholar
[3] Guivarc’h Y., Liu Q., “Proprietes asymptotiques des processus de branchement en environnement aleatoire”, Compt. Rendus Acad. sci., Paris, Ser. 1, 332 (2001), 339–344.Search in Google Scholar
[4] Afanasyev V. I., “On the maximum of a subcritical branching process in a random environment”, Stoch. Proc. Appl., 93:1 (2001), 87–107.Search in Google Scholar
[5] Huang C., Liu Q., “Convergence in Lp and its exponential rate for a branching process in a random environment”, Electr. J. Probab., 19 (2014), 1–22.Search in Google Scholar
[6] Boinghoff C., “Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions”, Stoch. Proc. Appl., 124 (2014), 3553–3577.Search in Google Scholar
[7] Bansaye V., Boinghoff C., “Small positive values for supercritical branching processes in random environment”, Ann. Inst. H. Poincare, Probab. Statist., 50:3 (2014), 770–805.Search in Google Scholar
[8] Afanasyev V. I., Boinghoff C., Kersting G., Vatutin V. A., “Limit theorems for weakly subcritical branching processes in random environment”, J. Theor. Probab., 25:3 (2012), 703–732.Search in Google Scholar
[9] Kersting G., Vatutin V., Discrete time branching processes in random environment, Wiley, London, 2017, 306 pp.Search in Google Scholar
© 2024 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Weakly supercritical branching process in unfavourable environment
- Classes of piecewise quasiaffine transformations on dihedral, quasidihedral and modular maximal-cyclic 2-groups
- On the multiplicative complexity of polynomials
- On the complexity of realizations of Boolean functions in some classes of hypercontact circuits
- On the rate of convergence of quasigroup convolutions of probability distributions
Articles in the same Issue
- Frontmatter
- Weakly supercritical branching process in unfavourable environment
- Classes of piecewise quasiaffine transformations on dihedral, quasidihedral and modular maximal-cyclic 2-groups
- On the multiplicative complexity of polynomials
- On the complexity of realizations of Boolean functions in some classes of hypercontact circuits
- On the rate of convergence of quasigroup convolutions of probability distributions