Criticality for branching processes in random environment

被引:112
作者
Afanasyev, VI
Geiger, J
Kersting, G
Vatutin, VA
机构
[1] VA Steklov Math Inst, Dept Discrete Math, Moscow 117966, Russia
[2] Goethe Univ Frankfurt, Fachbereich Math, D-60054 Frankfurt, Germany
[3] Univ Kaiserslautern, Fachbereich Math, D-67653 Kaiserslautern, Germany
关键词
branching process; random environment; random walk; conditioned; Spitzer's condition; Tanaka decomposition; functional limit theorem;
D O I
10.1214/009117904000000928
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
We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching processes are developed under a general assumption, known as Spitzer's condition in fluctuation theory of random walks, and some additional moment condition. We determine the exact asymptotic behavior of the survival probability and prove conditional functional limit theorems for the generation size process and the associated random walk. The results rely on a stimulating interplay between branching process theory and fluctuation theory of random walks.
引用
收藏
页码:645 / 673
页数:29
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