Branching Processes in Random Environments with Thresholds

DOI10.1017/APR.2023.26arXiv2207.02287OpenAlexW4386051670MaRDI QIDQ6404091FDOQ6404091

Authors: Giacomo Francisci, Anand N. Vidyashankar 

Publication date: 5 July 2022

Abstract: Motivated by applications to COVID dynamics, we describe a branching process in random environments model $Z_n$ whose characteristics change when crossing upper and lower thresholds. This introduces a cyclical path behavior involving periods of increase and decrease leading to supercritical and subcritical regimes. Even though the process is not Markov, we identify subsequences at random time points $(a{u}_j,u_j)$ - specifically the values of the process at crossing times, {it{viz.}}, $(Z_{a{u}_j},Z_{u_j})$ - along which the process retains the Markov structure. Under mild moment and regularity conditions, we establish that the subsequences possess a regenerative structure and prove that the limiting normal distribution of the growth rates of the process in supercritical and subcritical regimes decouple. For this reason, we establish limit theorems concerning the length of supercritical and subcritical regimes and the proportion of time the process spends in these regimes. As a byproduct of our analysis, we explicitly identify the limiting variances in terms of the functionals of the offspring distribution, threshold distribution, and environmental sequences.

Full work available at URL: https://doi.org/10.1017/apr.2023.26

Mathematics Subject Classification ID

Epidemiology (92D30) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Population dynamics (general) (92D25) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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