Small positive values for supercritical branching processes in random environment

DOI10.1214/13-AIHP538MaRDI QIDQ405490zbMATH OpenFDO

Authors Christian Böinghoff, Vincent Bansaye

Publication date 5 September 2014

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.5257, https://projecteuclid.org/euclid.aihp/1403276998

zbMATH Keywords

large deviationsphase transitionsrandom environmentsupercritical branching processes

Mathematics Subject Classification ID

Large deviations (60F10) Population dynamics (general) (92D25) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

Abstract: Branching Processes in Random Environment (BPREs) $(Z_n:ngeq0)$ are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of $mathbbP(1leq{Z}_{n}leqk|Z_0=i)$, $k,iinmathbbN$ as $nightarrowinfty$. More precisely, we characterize the exponential decrease of $mathbbP(Z_n=k|Z_0=i)$ using a spine representation due to Geiger. We then provide some bounds for this rate of decrease. If the reproduction laws are linear fractional, this rate becomes more explicit and two regimes appear. Moreover, we show that these regimes affect the asymptotic behavior of the most recent common ancestor, when the population is conditioned to be small but positive for large times.

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Cited in

(13)

• Small value probabilities for supercritical multitype branching processes with immigration
• Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment
• Asymptotics of the distribution and harmonic moments for a supercritical branching process in a random environment
• Weakly Supercritical Branching Process in a Random Environment Dying at a Distant Moment
• Moments and asymptotic properties for supercritical branching processes with immigration in random environments
• Limit theorems for supercritical branching processes in random environment
• Absolute continuity of the martingale limit in branching processes in random environment
• Asymptotic properties of a supercritical branching process with immigration in a random environment
• Exact convergence rate in the central limit theorem for a branching process in a random environment
• Moments and large deviations for supercritical branching processes with immigration in random environments
• Lower large deviations for supercritical branching processes in random environment
• Weakly supercritical branching process in unfavourable environment
• Limit theorems for a supercritical branching process with immigration in a random environment

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