{ "id": "2106.11249", "version": "v1", "published": "2021-06-21T16:47:10.000Z", "updated": "2021-06-21T16:47:10.000Z", "title": "Branching in a Markovian Environment", "authors": [ "Lila Greco", "Lionel Levine" ], "comment": "26 pages, 1 figure", "categories": [ "math.PR" ], "abstract": "A branching process in a Markovian environment consists of an irreducible Markov chain on a set of \"environments\" together with an offspring distribution for each environment. At each time step the chain transitions to a new random environment, and one individual is replaced by a random number of offspring whose distribution depends on the new environment. We give a first moment condition that determines whether this process survives forever with positive probability. On the event of survival we prove a law of large numbers and a central limit theorem for the population size. We also define a matrix-valued generating function for which the extinction matrix (whose entries are the probability of extinction in state j given that the initial state is i) is a fixed point, and we prove that iterates of the generating function starting with the zero matrix converge to the extinction matrix.", "revisions": [ { "version": "v1", "updated": "2021-06-21T16:47:10.000Z" } ], "analyses": { "subjects": [ "60J80", "60J10", "60K37", "60F05", "15A24", "15B51" ], "keywords": [ "extinction matrix", "process survives forever", "markovian environment consists", "central limit theorem", "generating function" ], "note": { "typesetting": "TeX", "pages": 26, "language": "en", "license": "arXiv", "status": "editable" } } }