Random walks and branching processes (Q2862644)

This book presents a series of lectures, read by V. I. Afanasyev during the 2005/2006 academic year, to students of Moscow universities. Along with classical presentations of random walk theory and the theory of branching processes, the lectures also reflect the results of joint research of German mathematicians and mathematicians of the Steklov Mathematical Institute. The relationship of branching processes in a random environment and conditional random walks is observed. Among the topics covered are: the invariance principle of Donsker-Prokhorov, conditional invariance principle of Liggett, conditional invariance principle of Iglehart, identities of Sparre Andersen and Spitzer, Galton-Watson processes, and branching processes in a random environment.NEWLINENEWLINE The author also points out connections between branching processes in a random environment and conditional random walks.