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Persistent link: https://www.econbiz.de/10012648737
We show that under a 3+[delta] moment condition (where [delta]0) there exists a 'Hartman-Winter' Law of the iterated logarithm for random walks conditioned to stay non-negative. We also show that under a second moment assumption the conditioned random walk eventually grows faster than n1/2(log...
Persistent link: https://www.econbiz.de/10008872908
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...
Persistent link: https://www.econbiz.de/10008875721