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Vladimir Vatutin

Publications and source records attributed to Vladimir Vatutin.

34 records · Page 2Linked to original sources
arXiv2014

Macroscopic and microscopic structures of the family tree for decomposable critical branching processes

A decomposable strongly critical Galton-Watson branching process with $N$ types of particles labelled $1,2,...,N$ is considered in which a type~$i$ parent may produce individuals of types $j\geq i$ only. This model may be viewed as a stochastic model for the sizes of a geographically structured population occupying $N$ islands, the location of a particle being considered as its type. The newborn particles of island $i\leq N-1$ either stay at the same island or migrate, just after their birth to the islands $% i+1,i+2,...,N$. Particles of island $N$ do not migrate. We investigate the structure of the family tree for this process, the distributions of the birth moment and the type of the most recent common ancestor of the individuals existing in the population at a distant moment $n.$

math.PR↗
arXiv2013

On the survival of a class of subcritical branching processes in random environment

Let $Z_{n}$ be the number of individuals in a subcritical BPRE evolving in the environment generated by iid 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 $$p_{X}(x)=x^{-β-1}l_{0}(x)e^{-ρx}$$ for some $β>2,$ a slowly varying function $l_{0}(x)$ and $ρ\in \left( 0,1\right),$ we find the asymptotic survival probability and prove a Yaglom type conditional limit theorem for the process. The survival probability decreases exponentially with an additional polynomial term related to the tail of $X$. The proof relies on 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 $n$ tending to infinity.

math.PR↗
arXiv2013

Random walk with heavy tail and negative drift conditioned by its minimum and final values

We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated probability. Then, conditionally on such an event, we finely describe the trajectory of the random walk. It yields a decomposition theorem with respect to a random time giving a big jump whose distribution can be described explicitly.

math.PR↗
arXiv2013

A two-type Bellman--Harris process initiated by a large number of particles

We investigate a two-type critical Bellman--Harris branching process with the following properties: the tail of the life-length distribution of the first type particles is of order $o(t^{-2})$; the tail of the life-length distribution of the second type particles is regularly varying at infinity with index $-β$, $β\in (0,1]$; at time $t=0$ the process starts with a large number $N$ of the second type particles and no particles of the first type. It is shown that the time axis $0\leq t<\infty $ splits into several regions whose ranges depend on $β$ and the ratio $N/t$ within each of which the process at time $t$ exhibits asymptotics (as $N,t\rightarrow \infty$) which is different from those in the other regions.

math.PR↗
arXiv2013

Weak convergence of finite-dimensional distributions of the number of empty boxes in the Bernoulli sieve

The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the interval (0,1). Assuming that the number of points is equal to n we investigate the weak convergence, as n tends to infinity, of finite-dimensional distributions of the number of empty intervals within the occupancy range. A new argument enables us to relax the constraints imposed in previous papers on the distribution of the factor of the multiplicative random walk.

math.PR↗
arXiv2012

A decomposable branching process in a Markovian environment

A population has two types of individuals, each occupying an island. One of those, where individuals of type 1 live, offers a variable environment. Type 2 individuals dwell on the other island, in a constant environment. Only one-way migration (1->2) is possible. We study the asymptotics of the survival probability in critical and subcritical cases.

math.PR↗
arXiv2012

Subcritical branching processes in random environment without Cramer condition

A subcritical branching process in random environment (BPRE) is considered whose associated random walk does not satisfy the Cramer condition. The asymptotics for the survival probability of the process is investigated, and a Yaglom type conditional limit theorem is proved for the number of particles up to moment $n$ given survival to this moment. Contrary to other types of subcritical BPRE, the limiting distribution is not discrete. We also show that the process survives for a long time owing to a single big jump of the associate random walk accompanied by a population explosion at the beginning of the process.

math.PR↗
arXiv2011

Survival of branching processes in random environments

This review paper presents the known results on the asymptotics of the survival probability and limit theorems conditioned on survival of critical and subcritical branching processes in IID random environments. The key assumptions of the family of population models in question are: non-overlapping generations, independent reproduction of particles within a generation, independent reproduction laws between generations. This is a biologically important generalization of the time inhomogeneous branching processes. The assumption of IID (independent and identically distributed) random environments reflects uncertainty in the future (as well as historical) reproduction regimes in actual populations. This review focusses on a particular range of questions of prime interest for the authors. The reader should be aware of the fact that there are many very interesting papers covering other issues on branching processes in varying and random environments which are not mentioned here.

math.PR↗
arXiv2011

Conditional limit theorems for intermediately 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. For the subcritical regime a kind of phase transition appears. In this paper we study the intermediately subcritical case, which constitutes the borderline within this phase transition. We study the asymptotic behavior of the survival probability. Next the size of the population and the shape of the random environment conditioned on non-extinction is examined. Finally we show that conditioned on non-extinction periods of small and large population sizes alternate. This kind of 'bottleneck' behavior appears under the annealed approach only in the intermediately subcritical case.

math.PR↗
arXiv2010

Coalescent approximation for structured populations in a stationary random environment

We establish convergence to the Kingman coalescent for the genealogy of a geographically - or otherwise - structured version of the Wright-Fisher population model with fast migration. The new feature is that migration probabilities may change in a random fashion. This brings a novel formula for the coalescent effective population size (EPS). We call it a quenched EPS to emphasize the key feature of our model - random environment. The quenched EPS is compared with an annealed (mean-field) EPS which describes the case of constant migration probabilities obtained by averaging the random migration probabilities over possible environments.

math.PR↗
arXiv2010

Branching random walk in Z^4 with branching at the origin only

For the critical branching random walk in $\mathbb{Z}^{4}$ with branching at the origin only we find the asymptotic behavior of the probability of the event that there are particles at the origin at moment $t\rightarrow \infty $ and prove a Yaglom type conditional limit theorem for the number of individuals at the origin given that there are particles at the origin.

math.PR↗
arXiv2010

Multitype branching processes with immigration in random environment and polling systems

For multitype branching processes with immigration evolving in a random environment and producing a final product we find the tail distribution of the size of the final product accumulated in the system for a life period. Using this result we investigate the tail distribution of the busy periods of the branching type polling systems with random service disciplines and random positive switch-over times

math.PR↗
arXiv2007

Local probabilities for random walks conditioned to stay positive

Let S_0=0,{S_n, n>0} be a random walk generated by a sequence of i.i.d. random variables X_1,X_2,... and let τ^{-} be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an α-stable law we study the asymptotic behavior of the local probabilities P(τ^{-}=n) and the conditional local probabilities P(S_n\in [x,x+y)|τ^{-}>n) for fixed y and x=x(n)\in (0,\infty).

math.PR↗
arXiv2007

Local limit theorems for ladder epochs

Let {S_n, n=0,1,2,...} be a random walk generated by a sequence of i.i.d. random variables X_1, X_2,... and let tau be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an alpha-stable law, we study the asymptotic behavior of P(tau=n).

math.PR↗
arXiv2006

On the asymptotic behaviour of random recursive trees in random environment

We consider growing random recursive trees in random environment, in which at each step a new vertex is attached (by an edge of a random length) to an existing tree vertex according to a probability distribution that assigns the tree vertices masses proportional to their random weights. The main aim of the paper is to study the asymptotic behaviour of the distance from the newly inserted vertex to the tree's root and that of the mean numbers of outgoing vertices as the number of steps tends to infinity. Most of the results are obtained under the assumption that the random weights have a product form with independent identically distributed factors.

math.PR↗