Survival of branching random walks with absorption (Q554445): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(6 intermediate revisions by 5 users not shown) | |||
Property / author | |||
Property / author: Elie E. F. Aidekon / rank | |||
Property / author | |||
Property / author: Elie E. F. Aidekon / rank | |||
Normal rank | |||
Property / review text | |||
Consider a discrete-time branching random walk \((Z_n)_{n\geq 0}\) on the positive real half-line starting at \(x\geq 0\). Let the walk be defined by the generic random variable \(X\) with non-lattice distribution and the branching as local with offspring distribution \(\delta(b)\). Assume an absorbing barrier at \(0\). Define \(\phi(t):={\mathbf E}e^{tX}\) and \(\gamma:= \text{inf}_{t\geq 0}\phi(t)\), and suppose there exists \(s> 0\) such that \(\phi(s)<\infty\) and \(\nu\in (0,s)\) such that \(\phi'(\nu)= 0\). Let \(X_1,X_2,\dots\) be i.i.d. random variables distributed as \(X\), and define \(S_n:= S_0+ \sum_{1\leq k\leq n}X_k\), where \(S_0= z\) a.s. \([{\mathbf P}^Z]\), further \(I_k:=\text{inf}_{j\leq k}S_j\), and \[ V(x):= 1+ \sum_{k\geq 1}\gamma^{-k}{\mathbf E}^0[\exp\{\nu S_k\}\mathbf{1}\{I_{k-1}> S_k\geq -x\}]. \] If \(\gamma b<1\) (``sub-critical'' case), there exists a constant \(C_1\) such that \[ {\mathbf P}^X(Z_n> 0)\sim C_1 e^{\nu X}V(x)(b\gamma)^n n^{-3/2}, \] as \(n\to\infty\). If \(\gamma b=1\) (``critical'' case), then \[ \log{\mathbf P}^X(Z_n>0)\sim -(3\nu^2 \pi^2\phi''(\nu)/2\phi(\nu))^{1/3} n^{1/3}, \] as \(n\to\infty\). | |||
Property / review text: Consider a discrete-time branching random walk \((Z_n)_{n\geq 0}\) on the positive real half-line starting at \(x\geq 0\). Let the walk be defined by the generic random variable \(X\) with non-lattice distribution and the branching as local with offspring distribution \(\delta(b)\). Assume an absorbing barrier at \(0\). Define \(\phi(t):={\mathbf E}e^{tX}\) and \(\gamma:= \text{inf}_{t\geq 0}\phi(t)\), and suppose there exists \(s> 0\) such that \(\phi(s)<\infty\) and \(\nu\in (0,s)\) such that \(\phi'(\nu)= 0\). Let \(X_1,X_2,\dots\) be i.i.d. random variables distributed as \(X\), and define \(S_n:= S_0+ \sum_{1\leq k\leq n}X_k\), where \(S_0= z\) a.s. \([{\mathbf P}^Z]\), further \(I_k:=\text{inf}_{j\leq k}S_j\), and \[ V(x):= 1+ \sum_{k\geq 1}\gamma^{-k}{\mathbf E}^0[\exp\{\nu S_k\}\mathbf{1}\{I_{k-1}> S_k\geq -x\}]. \] If \(\gamma b<1\) (``sub-critical'' case), there exists a constant \(C_1\) such that \[ {\mathbf P}^X(Z_n> 0)\sim C_1 e^{\nu X}V(x)(b\gamma)^n n^{-3/2}, \] as \(n\to\infty\). If \(\gamma b=1\) (``critical'' case), then \[ \log{\mathbf P}^X(Z_n>0)\sim -(3\nu^2 \pi^2\phi''(\nu)/2\phi(\nu))^{1/3} n^{1/3}, \] as \(n\to\infty\). / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Heinrich Hering / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60J80 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5935920 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
branching random walk | |||
Property / zbMATH Keywords: branching random walk / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
absorbing barrier | |||
Property / zbMATH Keywords: absorbing barrier / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
survival probability | |||
Property / zbMATH Keywords: survival probability / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
local limit theorems | |||
Property / zbMATH Keywords: local limit theorems / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spa.2011.04.006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2119034275 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Total progeny in killed branching random walk / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Survival of near-critical branching Brownian motion / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The genealogy of branching Brownian motion with absorption / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On conditioning a random walk to stay nonnegative / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A branching random walk with a barrier / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On a functional central limit theorem for random walks conditioned to stay positive / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A local limit theorem for random walks conditioned to stay positive / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: KPP equation and supercritical branching Brownian motion in the subcritical speed area. Application to spatial trees / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Large deviations for random walks on Galton-Watson trees: Averaging and uncertainty / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The survival probability of a branching random walk in presence of an absorbing wall / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotics for the survival probability in a killed branching random walk / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Survival probabilities for branching Brownian motion with absorption / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Further probabilistic analysis of the Fisher-Kolmogorov-Petrovskii-Piscounov equation: one sided travelling-waves / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Functional central limit theorems for random walks conditioned to stay positive / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Random walks with negative drift conditioned to stay positive / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Branching Brownian motion with absorption / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the Asymptotic Behavior of the Probability of Non-Extinction for Critical Branching Processes in a Random Environment / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The number of absorbed individuals in branching Brownian motion with a barrier / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Small Deviations in a Space of Trajectories / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Search cost for a nearly optimal path in a binary tree / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Quasi-stationary regime of a branching random walk in presence of an absorbing wall / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Time reversal of random walks in one dimension / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Local probabilities for random walks conditioned to stay positive / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 09:34, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Survival of branching random walks with absorption |
scientific article |
Statements
Survival of branching random walks with absorption (English)
0 references
4 August 2011
0 references
Consider a discrete-time branching random walk \((Z_n)_{n\geq 0}\) on the positive real half-line starting at \(x\geq 0\). Let the walk be defined by the generic random variable \(X\) with non-lattice distribution and the branching as local with offspring distribution \(\delta(b)\). Assume an absorbing barrier at \(0\). Define \(\phi(t):={\mathbf E}e^{tX}\) and \(\gamma:= \text{inf}_{t\geq 0}\phi(t)\), and suppose there exists \(s> 0\) such that \(\phi(s)<\infty\) and \(\nu\in (0,s)\) such that \(\phi'(\nu)= 0\). Let \(X_1,X_2,\dots\) be i.i.d. random variables distributed as \(X\), and define \(S_n:= S_0+ \sum_{1\leq k\leq n}X_k\), where \(S_0= z\) a.s. \([{\mathbf P}^Z]\), further \(I_k:=\text{inf}_{j\leq k}S_j\), and \[ V(x):= 1+ \sum_{k\geq 1}\gamma^{-k}{\mathbf E}^0[\exp\{\nu S_k\}\mathbf{1}\{I_{k-1}> S_k\geq -x\}]. \] If \(\gamma b<1\) (``sub-critical'' case), there exists a constant \(C_1\) such that \[ {\mathbf P}^X(Z_n> 0)\sim C_1 e^{\nu X}V(x)(b\gamma)^n n^{-3/2}, \] as \(n\to\infty\). If \(\gamma b=1\) (``critical'' case), then \[ \log{\mathbf P}^X(Z_n>0)\sim -(3\nu^2 \pi^2\phi''(\nu)/2\phi(\nu))^{1/3} n^{1/3}, \] as \(n\to\infty\).
0 references
branching random walk
0 references
absorbing barrier
0 references
survival probability
0 references
local limit theorems
0 references
0 references
0 references