Survival of branching random walks with absorption (Q554445)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Survival of branching random walks with absorption
scientific article

    Statements

    Survival of branching random walks with absorption (English)
    0 references
    0 references
    0 references
    4 August 2011
    0 references
    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 \(n\to\infty\).
    0 references
    0 references
    branching random walk
    0 references
    absorbing barrier
    0 references
    survival probability
    0 references
    local limit theorems
    0 references
    0 references