Abstract
Let Zn be the number of individuals in a subcritical Branching Process in Random Environment (BPRE) evolving in the environment generated by i.i.d. probability distributions. Let X be the logarithm of the expected offspring size per individual given the environment. Assuming that the density of X has the form pX(x) = x -β-1l0(x)e -ρx for some β > 2, a slowly varying function l0(x) and ρ ϵ (0, 1), we find the asymptotic of the survival probability P(Zn > 0) as n→∞, prove a Yaglom type conditional limit theorem for the process and describe the conditioned environment. The survival probability decreases exponentially with an additional polynomial term related to the tail of X. The proof uses in particular a fine study of a random walk (with negative drift and heavy tails) conditioned to stay positive until time n and to have a small positive value at time n, with n→∞.
| Original language | English |
|---|---|
| Pages (from-to) | 58-88 |
| Number of pages | 31 |
| Journal | Bernoulli |
| Volume | 23 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Feb 2017 |
Keywords
- Branching processes
- Heavy tails
- Random environment
- Random walks
- Speed of extinction