November 2023 Asymptotics of the distribution and harmonic moments for a supercritical branching process in a random environment
Ion Grama, Quansheng Liu, Eric Miqueu
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Ann. Inst. H. Poincaré Probab. Statist. 59(4): 1934-1950 (November 2023). DOI: 10.1214/22-AIHP1318

Abstract

Let (Zn) be a supercritical branching process in an independent and identically distributed random environment ξ. We deduce the exact decay rate of the probability P(Zn=j|Z0=k) as n, for each jk, assuming that P(Z1=0)=0. We also study the existence of harmonic moments of the random variable W=limnZnE(Zn|ξ) under a simple moment condition.

Soit (Zn) un processus de branchement surcritique en environnement aléatoire ξ indépendant et identiquement distribué. Nous donnons un équivalent de la probabilité P(Zn=j|Z0=k) lorsque n, pour tout jk, sous la condition P(Z1=0)=0. Nous étudions également l’existence des moments harmoniques de la variable aléatoire limite W=limnZnE(Zn|ξ), sous une hypothèse simple d’existence de moments.

Funding Statement

The work has been supported by the Centre Henri Lebesgue (CHL, ANR-11-LABX-0020-01, France), and the National Natural Science Foundation of China (Grants No. 11971063, No. 12271062 and No. 11731012).

Acknowledgements

The authors are very grateful to the reviewers for very helpful comments and remarks, especially for pointing out a gap in the original version of the manuscript.

Quansheng Liu is the corresponding author.

Citation

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Ion Grama. Quansheng Liu. Eric Miqueu. "Asymptotics of the distribution and harmonic moments for a supercritical branching process in a random environment." Ann. Inst. H. Poincaré Probab. Statist. 59 (4) 1934 - 1950, November 2023. https://doi.org/10.1214/22-AIHP1318

Information

Received: 10 June 2016; Revised: 29 June 2022; Accepted: 20 September 2022; Published: November 2023
First available in Project Euclid: 3 November 2023

Digital Object Identifier: 10.1214/22-AIHP1318

Subjects:
Primary: 60J05 , 60J80 , 60K37
Secondary: 60J85 , 92D25

Keywords: asymptotic distribution , branching processes , decay rate , harmonic moments , random environment

Rights: Copyright © 2023 Association des Publications de l’Institut Henri Poincaré

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Vol.59 • No. 4 • November 2023
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