Critical Bellman-Harris branching processes with long-living particles (Q2446227)

The authors consider indecomposable, critical, two-type Bellman-Harris processes \(\mathbb{Z}(t)= (Z_1(t),Z_2(t))\) with life time distribution \(G_1(t)= 1-o(t^{-2})\) for the first type of particles and \(G_2(t)= 1- l(t)t^{-\beta}\), \(l(t)\) slowly varying at infinity, \(\beta\in(0,1]\) for the second. (The study of such processes was motivated by their connection to random walks in catalytic media, extensively studied by the authors.) Denote \(q_{i1}:= \operatorname{P}( Z_1(t))\mid\mathbb{Z}(0)= (2-i, i-1)\), \[ l_0(t):= \int^t_1 u^{-1} l^{-2}(u)\,du,\quad \mu_i(t):= \int^t_0 (1-G_i(w))\,dw, \] \(i=1,2\), and suppose \(\mu_1(\infty)<\infty\), \(\mu_2(\infty)\leq\infty\). Two cases are distinguished: (1) Either \(\beta\in(0,1/2)\), or \(\beta=1/2\) and \(l_0(\infty)< \infty\). (2) \(\beta=1/2\) and \(l_0(\infty)<\infty\). With some additional technical conditions, which in the second case are quite strong (weakening in a future paper is promised) the following results are obtained: In case (1), there exist constants \(K_i\in(0,1)\), \(i=1,2\), such that \(q_{i1}(t)\sim K_i/\mu_2(t)\), as \(t\to\infty\), and for any \(s\in(0,1]\) and \(i=1,2\), \[ \lim_{t\to\infty} \operatorname{E}[s^{Z_1(t)}\mid Z_1(t)< 0;\,\mathbb{Z}(0)= (2-i,i-1)]= \phi_i(s), \] where the \(\phi_i\) are generating functions of proper nondegenerate distributions on the set of positive integers. In case (2), there exist constants \(K_{i0}> 0\), \(i=1,2\), such that \[ g_{i1}(t)\sim K_{i0}/t^{1/2} l(t)l_0(t),\quad\text{as }t\to\infty. \] (No Yaglom-type limit is given in case (2).) All constants \(K_i\), \(K_{i0}\), as well as the functions \(\phi_i\) are supplied in explicit form.