Small positive values for supercritical branching processes in random environment

Vincent Bansaye; Christian Böinghoff

Annales de l'I.H.P. Probabilités et statistiques (2014)

  • Volume: 50, Issue: 3, page 770-805
  • ISSN: 0246-0203

Abstract

top
Branching Processes in Random Environment (BPREs) ( Z n : n 0 ) are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of ( 1 Z n k | Z 0 = i ) , k , i as n . More precisely, we characterize the exponential decrease of ( Z n = k | Z 0 = i ) using a spine representation due to Geiger. We then provide some bounds for this rate of decrease. If the reproduction laws are linear fractional, this rate becomes more explicit and two regimes appear. Moreover, we show that these regimes affect the asymptotic behavior of the most recent common ancestor, when the population is conditioned to be small but positive for large times.

How to cite

top

Bansaye, Vincent, and Böinghoff, Christian. "Small positive values for supercritical branching processes in random environment." Annales de l'I.H.P. Probabilités et statistiques 50.3 (2014): 770-805. <http://eudml.org/doc/272001>.

@article{Bansaye2014,
abstract = {Branching Processes in Random Environment (BPREs) $(Z_\{n\}\colon \ n\ge 0)$ are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of $\mathbb \{P\}(1\le Z_\{n\}\le k\vert Z_\{0\}=i)$, $k,i\in \mathbb \{N\}$ as $n\rightarrow \infty $. More precisely, we characterize the exponential decrease of $\mathbb \{P\}(Z_\{n\}=k\vert Z_\{0\}=i)$ using a spine representation due to Geiger. We then provide some bounds for this rate of decrease. If the reproduction laws are linear fractional, this rate becomes more explicit and two regimes appear. Moreover, we show that these regimes affect the asymptotic behavior of the most recent common ancestor, when the population is conditioned to be small but positive for large times.},
author = {Bansaye, Vincent, Böinghoff, Christian},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {supercritical branching processes; random environment; large deviations; phase transitions},
language = {eng},
number = {3},
pages = {770-805},
publisher = {Gauthier-Villars},
title = {Small positive values for supercritical branching processes in random environment},
url = {http://eudml.org/doc/272001},
volume = {50},
year = {2014},
}

TY - JOUR
AU - Bansaye, Vincent
AU - Böinghoff, Christian
TI - Small positive values for supercritical branching processes in random environment
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2014
PB - Gauthier-Villars
VL - 50
IS - 3
SP - 770
EP - 805
AB - Branching Processes in Random Environment (BPREs) $(Z_{n}\colon \ n\ge 0)$ are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of $\mathbb {P}(1\le Z_{n}\le k\vert Z_{0}=i)$, $k,i\in \mathbb {N}$ as $n\rightarrow \infty $. More precisely, we characterize the exponential decrease of $\mathbb {P}(Z_{n}=k\vert Z_{0}=i)$ using a spine representation due to Geiger. We then provide some bounds for this rate of decrease. If the reproduction laws are linear fractional, this rate becomes more explicit and two regimes appear. Moreover, we show that these regimes affect the asymptotic behavior of the most recent common ancestor, when the population is conditioned to be small but positive for large times.
LA - eng
KW - supercritical branching processes; random environment; large deviations; phase transitions
UR - http://eudml.org/doc/272001
ER -

References

top
  1. [1] V. I. Afanasyev, C. Böinghoff, G. Kersting and V. A. Vatutin. Conditional limit theorems for intermediately subcritical branching processes in random environment. Ann. Inst. Henri Poincaré Probab. Stat.50 (2014) 602–627. Zbl1290.60083MR3189086
  2. [2] V. I. Afanasyev, C. Böinghoff, G. Kersting and V. A. Vatutin. Limit theorems for a weakly subcritical branching process in random environment. J. Theoret. Probab.25 (2012) 703–732. Zbl1262.60083MR2956209
  3. [3] V. I. Afanasyev, J. Geiger, G. Kersting and V. A. Vatutin. Functional limit theorems for strongly subcritical branching processes in random environment. Stochastic Process. Appl.115 (2005) 1658–1676. Zbl1080.60079MR2165338
  4. [4] V. I. Afanasyev, J. Geiger, G. Kersting and V. A. Vatutin. Criticality for branching processes in random environment. Ann. Probab.33 (2005) 645–673. Zbl1075.60107MR2123206
  5. [5] A. Agresti. On the extinction times of varying and random environment branching processes. J. Appl. Probab.12 (1975) 39–46. Zbl0306.60052MR365733
  6. [6] K. B. Athreya. Large deviation rates for branching processes. I. Single type case. Ann. Appl. Probab. 4 (1994) 779–790. Zbl0806.60068MR1284985
  7. [7] K. B. Athreya and S. Karlin. On branching processes with random environments: I, II. Ann. Math. Stat. 42 (1971) 1499–1520, 1843–1858. Zbl0228.60033
  8. [8] K. B. Athreya and P. E. Ney. Branching Processes. Dover, Mineola, NY, 2004. Zbl1070.60001MR2047480
  9. [9] V. Bansaye and J. Berestycki. Large deviations for branching processes in random environment. Markov Process. Related Fields15 (2009) 493–524. Zbl1193.60098MR2598126
  10. [10] V. Bansaye and C. Böinghoff. Upper large deviations for branching processes in random environment with heavy tails. Electron. J. Probab.16 (2011) 1900–1933. Zbl1245.60081MR2851050
  11. [11] C. Böinghoff. Branching processes in random environment. Ph.D. thesis, Goethe-Univ. Frankfurt/Main, 2010. Zbl1198.60045
  12. [12] C. Böinghoff and G. Kersting. Upper large deviations of branching processes in a random environment – Offspring distributions with geometrically bounded tails. Stochastic Process. Appl.120 (2010) 2064–2077. Zbl1198.60045MR2673988
  13. [13] F. M. Dekking. On the survival probability of a branching process in a finite state iid environment. Stochastic Process. Appl.27 (1998) 151–157. Zbl0634.60072MR934535
  14. [14] K. Fleischmann and V. Vatutin. Reduced subcritical Galton–Watson processes in a random environment. Adv. in Appl. Probab.31 (1999) 88–111. Zbl0938.60090MR1699663
  15. [15] K. Fleischmann and V. Wachtel. On the left tail asymptotics for the limit law of supercritical Galton–Watson processes in the Böttcher case. Ann. Inst. Henri Poincaré Probab. Stat.45 (2009) 201–225. Zbl1175.60075MR2500235
  16. [16] J. Geiger. Elementary new proofs of classical limit theorems for Galton–Watson processes. J. Appl. Probab.36 (1999) 301–309. Zbl0942.60071MR1724856
  17. [17] J. Geiger, G. Kersting and V. A. Vatutin. Limit theorems for subcritical branching processes in random environment. Ann. Inst. Henri Poincaré Probab. Stat.39 (2003) 593–620. Zbl1038.60083MR1983172
  18. [18] Y. Guivarc’h and Q. Liu. Asymptotic properties of branching processes in random environment. C. R. Acad. Sci. Paris Sér. I Math.332 (2001) 339–344. Zbl0988.60080MR1821473
  19. [19] B. Hambly. On the limiting distribution of a supercritical branching process in random environment. J. Appl. Probab.29 (1992) 499–518. Zbl0758.60089MR1174427
  20. [20] C. Huang and Q. Liu. Moments, moderate and large deviations for a branching process in a random environment. Stochastic Process. Appl.122 (2010) 522–545. Zbl1242.60087MR2868929
  21. [21] C. Huang and Q. Liu. Convergence in L p and its exponential rate for a branching process in a random environment, 2011. Avialable at http://arxiv.org/abs/1011.0533. MR3275856
  22. [22] R. Lyons, R. Pemantle and Y. Peres. Conceptual proofs of L log L criteria for mean behavior of branching processes. Ann. Probab.23 (1995) 1125–1138. Zbl0840.60077MR1349164
  23. [23] M. Hutzenthaler. Supercritical branching diffusions in random environment. Electron. Commun. Probab.16 (2011) 781–791. Zbl1243.60080MR2868599
  24. [24] M. V. Kozlov. On large deviations of branching processes in a random environment: Geometric distribution of descendants. Discrete Math. Appl.16 (2006) 155–174. Zbl1126.60089MR2283329
  25. [25] M. V. Kozlov. On large deviations of strictly subcritical branching processes in a random environment with geometric distribution of progeny. Theory Probab. Appl.54 (2010) 424–446. Zbl1213.60162MR2766343
  26. [26] E. Marchi. When is the product of two concave functions concave? Int. J. Math. Game Theory Algebra19 (2010) 165–172. Zbl1211.26013MR2730404
  27. [27] J. Neveu. Erasing a branching tree. Adv. Apl. Probab. suppl. (1986) 101–108. Zbl0613.60078MR868511
  28. [28] A. Rouault. Large deviations and branching processes. In Proceedings of the 9th International Summer School on Probability Theory and Mathematical Statistics (Sozopol, 1997) 15–38. Pliska Stud. Math. Bulgar. 13. Bulgarian Academy of Sciences, Sofia, 2000. Zbl0967.60083MR1800359
  29. [29] W. L. Smith and W. E. Wilkinson. On branching processes in random environments. Ann. Math. Stat.40 (1969) 814–824. Zbl0184.21103MR246380
  30. [30] V. A. Vatutin and V. Wachtel. Local probabilities for random walks conditioned to stay positive. Probab. Theory Related Fields143 (2009) 177–217. Zbl1158.60014MR2449127

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.