Functional limit theorems for strongly subcritical branching processes in random environment
For a strongly subcritical branching process (Zn)n[greater-or-equal, slanted]0 in random environment the non-extinction probability at generation n decays at the same exponential rate as the expected generation size and given non-extinction at n the conditional distribution of Zn has a weak limit. Here we prove conditional functional limit theorems for the generation size process (Zk)0[less-than-or-equals, slant]k[less-than-or-equals, slant]n as well as for the random environment. We show that given the population survives up to generation n the environmental sequence still evolves in an i.i.d. fashion and that the conditioned generation size process converges in distribution to a positive recurrent Markov chain.
Year of publication: |
2005
|
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Authors: | Afanasyev, V.I. ; Geiger, J. ; Kersting, G. ; Vatutin, V.A. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 10, p. 1658-1676
|
Publisher: |
Elsevier |
Keywords: | Branching process Random environment Random walk Change of measure Positive recurrent Markov chain Functional limit theorem |
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