Linear fractional Galton-Watson processes in random environment and perpetuities

DOI10.1515/EQC-2021-0037zbMATH Open1487.60154arXiv2109.15007OpenAlexW3208528153MaRDI QIDQ2138599FDOQ2138599

Authors: Gerold Alsmeyer 

Publication date: 12 May 2022

Published in: Stochastics and Quality Control (Search for Journal in Brave)

Abstract: Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals. On the other hand, any random difference equation defines an autoregressive Markov chain (a random affine recursion) which can be positive recurrent, null recurrent and transient and which, as the forward iterations of an iterated function system, has an a.s.~convergent counterpart in the positive recurrent case given by the corresponding backward iterations. The present expository article aims to provide an explicit view at how these aspects of random difference equations and their stationary limits, called perpetuities, enter into the results and the analysis, especially in quenched regime. Although most of the results presented here are known, we hope that the offered perspective will be welcomed by some readers.

Full work available at URL: https://arxiv.org/abs/2109.15007

Recommendations

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zbMATH Keywords

iterated function systemrandom difference equationextinction probabilityperpetuitylinear fractional distributionGalton-Watson processes in i.i.d. random environmentYaglom-type limit law

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37) Random operators and equations (aspects of stochastic analysis) (60H25)

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