Vladimir Vatutin ; Andreas Kyprianou
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Branching processes in random environment die slowly
dmtcs:3578 -
Discrete Mathematics & Theoretical Computer Science,
January 1, 2008,
DMTCS Proceedings vol. AI, Fifth Colloquium on Mathematics and Computer Science
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https://doi.org/10.46298/dmtcs.3578
Branching processes in random environment die slowly
Authors: Vladimir Vatutin 1; Andreas Kyprianou 2
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Vladimir Vatutin;Andreas Kyprianou
1 Steklov Mathematical Institute [Moscow]
2 University of Bath [Bath]
Let $Z_n,n=0,1,\ldots,$ be a branching process evolving in the random environment generated by a sequence of iid generating functions $f_0(s),f_1(s),\ldots,$ and let $S_0=0$, $S_k=X_1+ \ldots +X_k,k \geq 1$, be the associated random walk with $X_i=\log f_{i-1}^{\prime}(1), \tau (m,n)$ be the left-most point of minimum of $\{S_k,k \geq 0 \}$ on the interval $[m,n]$, and $T=\min \{ k:Z_k=0\}$. Assuming that the associated random walk satisfies the Doney condition $P(S_n > 0) \to \rho \in (0,1), n \to \infty$, we prove (under the quenched approach) conditional limit theorems, as $n \to \infty$, for the distribution of $Z_{nt}, Z_{\tau (0,nt)}$, and $Z_{\tau (nt,n)}, t \in (0,1)$, given $T=n$. It is shown that the form of the limit distributions essentially depends on the location of $\tau (0,n)$ with respect to the point $nt$.