Random walks and branching processes in correlated Gaussian environment
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Publication:2396565
branching processfirst passage timefractional Gaussian noiselong-range dependencepersistencerandom environmentrandom walk
Large deviations (60F10) Stationary stochastic processes (60G10) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
Abstract: We study persistence probabilities for random walks in correlated Gaussian random environment first studied by Oshanin, Rosso and Schehr. From the persistence results, we can deduce properties of critical branching processes with offspring sizes geometrically distributed with correlated random parameters. More precisely, we obtain estimates on the tail distribution of its total population size, of its maximum population, and of its extinction time.
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Cited in
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