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Asymptotic of the distribution and harmonic moments for a supercritical branching process in a random environment

Authors :
Grama, Ion
Liu, Quansheng
Miqueu, Eric
Publication Year :
2016

Abstract

Let $(Z_n)$ be a supercritical branching process in an independent and identically distributed random environment $\xi$. We show the exact decay rate of the probability $\mathbb{P}(Z_n=j | Z_0 = k)$ as $n \to \infty$, for each $j \geq k,$ assuming that $\mathbb{P} (Z_1 = 0) =0$. We also determine the critical value for the existence of harmonic moments of the random variable $W=\lim_{n\to\infty}\frac{Z_n}{\mathbb E (Z_n|\xi)}$ under a simple moment condition.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1606.04228
Document Type :
Working Paper