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Limit theorems for decomposable branching processes in a random environment

2015/09/01 by Vladimir Vatutin, Quansheng Liu
Mathematics · Decision Sciences · #Stochastic processes and statistical mechanics #Probability and Risk Models #Markov Chains and Monte Carlo Methods

paper · pdf · doi:10.1017/s0021900200113506

Abstract

We study the asymptotics of the survival probability for the critical and decomposable branching processes in a random environment and prove Yaglom-type limit theorems for these processes. It is shown that such processes possess some properties having no analogues for the decomposable branching processes in a constant environment.

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