Limit Theorems for Weakly Subcritical Branching Processes in Random Environment

被引:55
|
作者
Afanasyev, V. I. [2 ]
Boeinghoff, C. [1 ]
Kersting, G. [1 ]
Vatutin, V. A. [2 ]
机构
[1] Goethe Univ Frankfurt, Fachbereich Math, D-60054 Frankfurt, Germany
[2] VA Steklov Math Inst, Dept Discrete Math, Moscow 119991, Russia
关键词
Branching process; Random environment; Random walk; Change of measure; Survival probability; Functional limit theorem; RANDOM-WALKS;
D O I
10.1007/s10959-010-0331-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For a branching process in random environment, it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the process may at the same time be subcritical and, conditioned on nonextinction, "supercritical." This so-called weakly subcritical case is considered in this paper. We study the asymptotic survival probability and the size of the population conditioned on nonextinction. Also a functional limit theorem is proved, which makes the conditional supercriticality manifest. A main tool is a new type of functional limit theorems for conditional random walks.
引用
收藏
页码:703 / 732
页数:30
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