Haldane's asymptotics for supercritical branching processes in an iid random environment

Fuente: arXiv
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Auteurs principaux: Boenkost, Florin, Kersting, Götz
Format: Preprint
Publié: 2021
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author Boenkost, Florin
Kersting, Götz
author_facet Boenkost, Florin
Kersting, Götz
contents Branching processes in a random environment are natural generalisations of Galton-Watson processes. In this paper we analyse the asymptotic decay of the survival probability for a sequence of slightly supercritical branching processes in an iid random environment, where the offspring expectation converges from above to $1$. We prove that Haldane's asymptotics, known from classical Galton-Watson processes, turns up again in the random environment case, provided that one stays away from the critical/subcritical regime. A central building block is a connection to and a limit theorem for perpetuities with asymptotically vanishing interest rates.
format Preprint
id arxiv_https___arxiv_org_abs_2109_10684
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Haldane's asymptotics for supercritical branching processes in an iid random environment
Boenkost, Florin
Kersting, Götz
Probability
(Primary) 60J80, (Secondary) 92D25
Branching processes in a random environment are natural generalisations of Galton-Watson processes. In this paper we analyse the asymptotic decay of the survival probability for a sequence of slightly supercritical branching processes in an iid random environment, where the offspring expectation converges from above to $1$. We prove that Haldane's asymptotics, known from classical Galton-Watson processes, turns up again in the random environment case, provided that one stays away from the critical/subcritical regime. A central building block is a connection to and a limit theorem for perpetuities with asymptotically vanishing interest rates.
title Haldane's asymptotics for supercritical branching processes in an iid random environment
topic Probability
(Primary) 60J80, (Secondary) 92D25
url https://arxiv.org/abs/2109.10684