arXiv Analytics

Sign in

arXiv:math/0503657 [math.PR]AbstractReferencesReviewsResources

Criticality for branching processes in random environment

V. I. Afanasyev, J. Geiger, G. Kersting, V. A. Vatutin

Published 2005-03-29Version 1

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.

Comments: Published at http://dx.doi.org/10.1214/009117904000000928 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Probability 2005, Vol. 33, No. 2, 645-673
Categories: math.PR
Subjects: 60J80, 60G50, 60F17
Related articles: Most relevant | Search more
arXiv:1006.4465 [math.PR] (Published 2010-06-23)
The associated random walk and martingales in random walks with stationary increments
arXiv:1006.2808 [math.PR] (Published 2010-06-14)
Efficient Simulation and Conditional Functional Limit Theorems for Ruinous Heavy-tailed Random Walks
arXiv:0708.4156 [math.PR] (Published 2007-08-30)
A limit result for a system of particles in random environment