Small positive values for supercritical branching processes in random environment

被引:14
作者
Bansaye, Vincent [1 ]
Boeinghoff, Christian [2 ]
机构
[1] Ecole Polytech, CMAP, F-91128 Palaiseau, France
[2] Goethe Univ Frankfurt, Dept Math, Frankfurt, Germany
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2014年 / 50卷 / 03期
关键词
Supercritical branching processes; Random environment; Large deviations; Phase transitions; GALTON-WATSON PROCESSES; UPPER LARGE DEVIATIONS; LIMIT-THEOREMS; GEOMETRIC DISTRIBUTION; PROOFS;
D O I
10.1214/13-AIHP538
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
Branching Processes in Random Environment (BPREs) (Z(n): n >= 0) are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of P(1 <= Z(n) <= k vertical bar Z(0) = i), k, i is an element of N as n -> infinity. More precisely, we characterize the exponential decrease of P(Z(n) = k vertical bar Z(0) = i) using a spine representation due to Geiger. We then provide some bounds for this rate of decrease. If the reproduction laws are linear fractional, this rate becomes more explicit and two regimes appear. Moreover, we show that these regimes affect the asymptotic behavior of the most recent common ancestor, when the population is conditioned to be small but positive for large times.
引用
收藏
页码:770 / 805
页数:36
相关论文
共 31 条
[1]   Conditional limit theorems for intermediately subcritical branching processes in random environment [J].
Afanasyev, V. I. ;
Boeinghoff, Ch. ;
Kersting, G. ;
Vatutin, V. A. .
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2014, 50 (02) :602-627
[2]   Limit Theorems for Weakly Subcritical Branching Processes in Random Environment [J].
Afanasyev, V. I. ;
Boeinghoff, C. ;
Kersting, G. ;
Vatutin, V. A. .
JOURNAL OF THEORETICAL PROBABILITY, 2012, 25 (03) :703-732
[3]   Functional limit theorems for strongly subcritical branching processes in random environment [J].
Afanasyev, VI ;
Geiger, J ;
Kersting, G ;
Vatutin, VA .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2005, 115 (10) :1658-1676
[4]   Criticality for branching processes in random environment [J].
Afanasyev, VI ;
Geiger, J ;
Kersting, G ;
Vatutin, VA .
ANNALS OF PROBABILITY, 2005, 33 (02) :645-673
[5]   EXTINCTION TIMES OF VARYING AND RANDOM ENVIRONMENT BRANCHING PROCESSES [J].
AGRESTI, A .
JOURNAL OF APPLIED PROBABILITY, 1975, 12 (01) :39-46
[6]  
[Anonymous], INT J MATH GAME THEO
[7]   LARGE DEVIATION RATES FOR BRANCHING PROCESSES-I. SINGLE TYPE CASE [J].
Athreya, K. B. .
ANNALS OF APPLIED PROBABILITY, 1994, 4 (03) :779-790
[8]  
Athreya K. B., 2004, Branching Processes
[9]   BRANCHING PROCESSES WITH RANDOM ENVIRONMENTS .1. EXTINCTION PROBABILITIES [J].
ATHREYA, KB ;
KARLIN, S .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (05) :1499-+
[10]   BRANCHING PROCESSES WITH RANDOM ENVIRONMENTS, II - LIMIT THEOREMS [J].
ATHREYA, KB ;
KARLIN, S .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06) :1843-+