Survival of branching random walks with absorption (Q554445): Difference between revisions

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 \(n\to\infty\).