Branching processes in correlated random environment

DOI10.1214/19-ECP268MaRDI QIDQ2279086zbMATH OpenOpenAlexFDO

Authors Xinxin Chen, Nadine Guillotin-Plantard

Publication date 12 December 2019

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.11338, https://projecteuclid.org/euclid.ecp/1573528176

zbMATH Keywords

branching processpositive associationrandom walk

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

Abstract: We consider the critical branching processes in correlated random environment which is positively associated and study the probability of survival up to the n-th generation. Moreover, when the environment is given by fractional Brownian motion, we estimate also the tail of progeny as well as the tail of width.

Review text

Based on authors' abstract: In the paper, the authors considered the Athreya-Karlin model of branching processes in random environment (BPRE), where the environment is assumed to be stationary and ergodic, and moreover correlated. The probability of survival up to the \(n\)-th generation is studied. In case when the environment is given by fractional Brownian motion, the tail of progeny as well as the tail of width are estimated.

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Cites work

• A law of the iterated logarithm for stable processes in random scenery
• A necessary and sufficient condition for a branching process in a random environment to grow like the product of its means
• Association of Random Variables, with Applications
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• Maximal \(\phi\)-inequalities for demimartingales
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• On Branching Processes with Random Environments: I: Extinction Probabilities
• On the maximum of a critical branching process in a random environment
• Persistence probabilities for stationary increment processes
• Random walks and branching processes in correlated Gaussian environment
• Stochastic-Process Limits
• The Survival Probability of a Critical Branching Process in a Random Environment
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Cited in

(2)

• Random walks and branching processes in correlated Gaussian environment
• Branching processes in generalized autoregressive conditional environments

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