Fixed points with finite mean of the smoothing transform in random environments

Publication date 5 August 2019

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: At each time

n i n m a t h b b N

, let

be a random sequence of non-negative numbers that are ultimately zero in a random environment

x i = (x i_{n})_{n i n m a t h b b N}

in time, which satisfies for each

n i n m a t h b b N

and a.e.

x i, E_{x i} [s u m_{i i n m a t h b b N_{+}} y_{i}^{(n)} (x i)] = 1.

The existence and uniqueness of the non-negative fixed points of the associated smoothing transform in random environments is considered. These fixed points are solutions of the distributional equation for

a . e . x i, Z (x i) o v e r s e t d = s u m_{i i n m a t h b b N_{+}} y_{i}^{(0)} (x i) Z_{i} (T x i),

where when given the environment

x i

,

Z_{i} (T x i) (i i n m a t h b b N_{+})

are

i . i . d .

non-negative random variables, and distributed the same as

Z (x i)

. As an application, the martingale convergence of the branching random walk in random environments is given as well. The classical results by Biggins (1977) has been extended to the random environment situation.

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