Random walks and branching processes

MaRDI QIDQ2862644zbMATH OpenFDO

Authors V. I. Afanasyev

Publication date 18 November 2013

Published in Lektsionnye Kursy NOTs (Search for Journal in Brave)

Full work available at URL http://www.mathnet.ru/php/getBook.phtml?jrnid=lkn&bookid=648&option_lang=eng

zbMATH Keywords

branching processbranching processes in random environmentrandom walk

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

Review text

This book presents a series of lectures, read by V. I. Afanasyev during the 2005/2006 academic year, to students of Moscow universities. Along with classical presentations of random walk theory and the theory of branching processes, the lectures also reflect the results of joint research of German mathematicians and mathematicians of the Steklov Mathematical Institute. The relationship of branching processes in a random environment and conditional random walks is observed. Among the topics covered are: the invariance principle of Donsker-Prokhorov, conditional invariance principle of Liggett, conditional invariance principle of Iglehart, identities of Sparre Andersen and Spitzer, Galton-Watson processes, and branching processes in a random environment.NEWLINENEWLINE The author also points out connections between branching processes in a random environment and conditional random walks.

Recommendations

• Branching processes
• Branching random walks. École d'Été de Probabilités de Saint-Flour XLII -- 2012
• scientific article; zbMATH DE number 1590945
• Branching processes in random environment
• Branching processes in a Markov random environment

Cited in

(4)

• A branching random walk among disasters
• scientific article; zbMATH DE number 4113631 (Why is no real title available?)
• Limit theorem for the moment of maximum of a random walk reaching a fixed level in the region of moderate deviations
• The arcsine law for random walk with zero drift and low maximum

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