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V. A. Vatutin

Publications and source records attributed to V. A. Vatutin.

9 recordsLinked to original sources

Reduced critical branching processes in non-favorable random environment

Let $\left\{ Z_{n},n=0,1,2,...\right\} $ be a critical branching process in i.i.d. random environment, $Z_{r,n}$ be the number of particles in the process at moment $0\leq r\leq n-1$ that have a positive number of descendants in generation $n$, and $\left\{ S_{n},n=0,1,2,...\right\} $ be the associated random walk of $\left\{ Z_{n},n=0,1,2,...\right\} $. It is known that if the increments of the associated random walk have zero mean and finite variance $σ^{2}$ then, for any $t\in \lbrack 0,1]$ \begin{equation*} \lim_{n\rightarrow \infty }\mathbf{P}\left( \frac{\log Z_{\left[ nt\right] ,n}}{σ\sqrt{n}}\leq x\Big|Z_{n}>0\right) =\mathbf{P}\left( \min_{t\leq s\leq 1}B_{s}^{+}\leq x\right) ,\;x\in \lbrack 0,\infty ), \end{equation*} where $\left\{ B_{t}^{+},0\leq t\leq 1\right\} $ is the Brownian meander. We supplement this result by description of the distribution of the properly scaled random variable $\log Z_{r,n}$ under the condition $\left\{ S_{n}\leq t\sqrt{k},Z_{n}>0\right\} ,$ where $t>0$ and $r,k\rightarrow \infty $ in such a way that $k=o(n)$ as $n\to\infty$. The case when the distribution of the increments of the associated random walk belongs to the domain of attraction of a stable law is also considered.

math.PR↗

Subcritical branching processes in random environment with immigration: survival of a single family

We consider a subcritical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We consider the event $% \mathcal{A}_{i}(n)$ that all individuals alive at time $n$ are offspring of the immigrant which joined the population at time $i$ and investigate the asymptotic probability of this extreme event when $n\to\infty$ and $i$ is either fixed, or the difference $n-i$ is fixed, or $\min(i,n-i)\to\infty.$ To deduce the desired asymptotics we establish some limit theorems for random walks conditioned to be nonnegative or negative.

math.PR↗

Critical Galton-Watson branching processes with countably infinitely many types and infinite second moments

We consider an indecomposable Galton-Watson branching process with countably infinitely many types. Assuming that the process is critical and allowing for infinite variance of the offspring sizes of some (or all) types of particles we describe the asymptotic behavior of the survival probability of the process and establish a Yaglom-type conditional limit theorem for the infinite-dimensional vector of the number of particles of all types.

math.PR↗

Branching processes in random environment with sibling dependence

We consider a population of particles with unit life length. Dying each particle produces offspring whose size depends on the random environment specifying the reproduction law of all particles of the given generation and on the number of relatives of the particle. We study the asymptotic behavior of the survival probability of the population up to a distant moment n under some restrictions on the properties of the environment and family ties.

math.PR↗

How many families survive for a long time

A critical branching process $\left\{Z_{k},k=0,1,2,...\right\} $ in a random environment generated by a sequence of independent and identically distributed random reproduction laws is considered.\ Let $Z_{p,n}$ be the number of particles at time $p\leq n$ having a positive offspring number at time $n$. \ A theorem is proved describing the limiting behavior, as $% n\rightarrow \infty $ of the distribution of a properly scaled process $\log Z_{p,n}$ under the assumptions $Z_{n}>0$ and $p\ll n$.

math.PR↗

Extinction of decomposable branching processes

The asymptotic behavior, as $n\rightarrow \infty $ of the conditional distribution of the number of particles in a decomposable critical branching process $\mathbf{Z}% (m)=(Z_{1}(m),...,Z_{N}(m)),$ with $N$ types of particles at moment $m=n-k,\, k=o(n),$ is investigated given that the extinction moment of the process is $n$.

math.PR↗

Limit theorems for weakly subcritical branching processes in random environment

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the process may at the same time be subcritical and, conditioned on nonextinction, 'supercritical'. This so-called weakly subcritical case is considered in this paper. We study the asymptotic survival probability and the size of the population conditioned on non-extinction. Also a functional limit theorem is proven, which makes the conditional supercriticality manifest. A main tool is a new type of functional limit theorems for conditional random walks.

math.PR↗

Branching processes in random environment which extinct at a given moment

Let ${Z_{n},n\geq 0} $ be a critical branching process in random environment and let $T$ be its moment of extinction. Under the annealed approach we prove, as $n\to \infty ,$ a limit theorem for the number of particles in the process at moment $n$ given $T=n+1$ and a functional limit theorem for the properly scaled process ${Z_{nt},δ\leq t\leq 1-δ} $ given $T=n+1$ and $δ\in (0,1/2)$.

math.PR↗

Criticality for branching processes in random environment

We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching processes are developed under a general assumption, known as Spitzer's condition in fluctuation theory of random walks, and some additional moment condition. We determine the exact asymptotic behavior of the survival probability and prove conditional functional limit theorems for the generation size process and the associated random walk. The results rely on a stimulating interplay between branching process theory and fluctuation theory of random walks.

math.PR↗