CENTRAL LIMIT THEOREM AND CONVERGENCE RATES FOR A SUPERCRITICAL BRANCHING PROCESS WITH IMMIGRATION IN A RANDOM ENVIRONMENT

We are interested in the convergence rates of the submartingale Wn=Z_(n)/Π_(n)to its limit W,where(Π_(n))is the usually used norming sequence and(Z_(n))is a supercritical branching process with immigration(Y_(n))in a stationary and ergodic environmentξ.Under suitable conditions,we establish the following central limit theorems and results about the rates of convergence in probability or in law:(i)W-W_(n) with suitable normalization converges to the normal law N(0,1),and similar results also hold for W_(n+k)-W_(n) for each fixed k∈N^(*);(ii)for a branching process with immigration in a finite state random environment,if W_(1) has a finite exponential moment,then so does W,and the decay rate of P(|W-W_(n)|>ε)is supergeometric;(iii)there are normalizing constants an(ξ)(that we calculate explicitly)such that a_(n)(ξ)(W-W_(n))converges in law to a mixture of the Gaussian law.

SOME PROPERTIES OF GALTON-WATSON BRANCHING PROCESSES IN VARYING ENVIRONMENTS

This article deals with some properties of Galton-Watson branching processes in varying environments. A necessary and suffcient condition for relative recurrent state is presented, and a series of ratio limit properties of the transition probabilities are showed.

MOMENTS OF CONTINUOUS-STATE BRANCHING PROCESSES IN LéVY RANDOM ENVIRONMENTS

For continuous-state branching processes in Lévy random environments, the recursion of n-moments and the equivalent condition for the existence of general f-moments are established, where f is a positive continuous function satisfying some standard conditions.

MOMENTS AND LARGE DEVIATIONS FOR SUPERCRITICAL BRANCHING PROCESSES WITH IMMIGRATION IN RANDOM ENVIRONMENTS

Let(Z_(n))be a branching process with immigration in a random environmentξ,whereξis an independent and identically distributed sequence of random variables.We show asymptotic properties for all the moments of Z_(n) and describe the decay rates of the n-step transition probabilities.As applications,a large deviation principle for the sequence log Z_(n) is established,and related large deviations are also studied.

Precise Asymptotics in Limit Theorems for a Supercritical Branching Process with Immigration in a Random Environment

Let(Zn)be a supercritical branching process with immigration in an independent and identically distributed random environment.Under necessary moment conditions,we show the exact convergence rate in the central limit theorem on log Zn and establish the corresponding local limit theorem by using the moments of the natural submartingale and the convergence rates of its logarithm.By similar approach and with the help of a change of measure,we also present the so-called integrolocal theorem and integral large deviation theorem to characterize the precise asymptotics of the upper large deviations.

随机环境中带移民分枝过程的Hoeffding型不等式

考虑到自然界人口迁徙和疾病传播等现象,引入移民因素(Yn)的影响,令 {Zn,n≥0}为独立同分布环境ξ=(ξn)n≥0的一个上临界带移民分枝过程,对统计量log Zn0+n/Zn0进行研究,利用logZ_(n)的分解以及Hoeffding不等式,建立随机环境中带移民分枝过程的一个偏差不等式。

A.S.Convergence Rate and L^(p)-Convergence of Bisexual Branching Processes in a Random Environment and Varying Environment

Let(Z_(n))be a supercritical bisexual branching process in a random environmentξ.We study the almost sure(a.s.)convergence rate of the submartingale W_(n)=Z_(n)/In to its limit W,where(In)is an usually used norming sequence.We prove that under a moment condition of order p∈(1,2),W-W_(n)=o(e^(-na))a.s.for some a>0 that we find explicitly;assuming the logarithmic moment condition holds,we haveW-W_(n)=o(n^(-α))a.s..In order to obtain these results,we provide the L^(p)-convergence of(W_(n));similar conclusions hold for a bisexual branching process in a varying environment.

Weighted moments for a supercritical branching process in a varying or random environment

Let W be the limit of the normalized population size of a supercritical branching process in a varying or random environment. By an elementary method, we find sufficient conditions under which W has finite weighted moments of the form EWpl(W), where p > 1, l 0 is a concave or slowly varying function.

Limit theorems for a supercritical branching process with immigration in a random environment

Let(Z_n) be a supercritical branching process with immigration in a random environment. Firstly, we prove that under a simple log moment condition on the offspring and immigration distributions, the naturally normalized population size W_n converges almost surely to a finite random variable W. Secondly, we show criterions for the non-degeneracy and for the existence of moments of the limit random variable W. Finally, we establish a central limit theorem, a large deviation principle and a moderate deviation principle about log Z_n.

随机环境上临界分枝过程的非一致Berry-Esseen不等式

设{Z_(n),n≥0}为独立同分布随机环境ξ=(ξ_(n))下的分枝过程。在Cramér条件及与其等价的Bernstein条件下,利用Wn的非退化性,对于一致的n_(0)∈N,证明了log(Z_(n+n_(0))/Z_(n_(0)))带有指数衰减速率的非一致BerryEsseen不等式,其中W_(n)=Z_(n)/(E_(ξ)Z_(n))为非负鞅。该结果把log(Z_(n+n_(0))/Z_(n_(0)))已有的Berry-Esseen不等式推广到了非一致情形。

Bisexual Galton-Watson Branching Processes in Random Environments

In this paper, we consider a bisexual Galton-Watson branching process whose offspring probability distribution is controlled by a random environment proccss. Some results for the probability generating functions associated with the process are obtained and sufficient conditions for certain extinction and for non-certain extinction are established.

Age-dependent branching processes in random environments

We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ 0, ξ 1,…) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξ n ) on ?+, and reproduce independently new particles according to a probability law p(ξ n ) on ?. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean E ξ Z(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.

Uniform Cramer moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment

Let{Zn,n≥0}be a supercritical branching process in an independent and identically distributed random environment.We prove Cramer moderate deviations and Berry-Esseen bounds for log(Zn+n0/Zn0)uniformly in n0∈N,which extend the corresponding results by I.Grama,Q.Liu,and M.Miqueu[Stochastic Process.Appl.,2017,127:1255-1281]established for n0=0.The extension is interesting in theory,and is motivated by applications.A new method is developed for the proofs;some conditions of Grama et al.are relaxed in our present setting.An example of application is given in constructing confidence intervals to estimate the criticality parameter in terms of log(Zn+n0/Zn0)and n.

Asymptotic properties branching processes in of supercritical random environments

We consider a supercritical branching process （Zn） in an independent and identically distributed random environment ξ, and present some recent results on the asymptotic properties of the limit variable W of the natural martingale Wn = Zn/E[Zn｜ξ], the convergence rates of W - Wn （by considering the convergence in law with a suitable norming, the almost sure convergence, the convergence in Lp, and the convergence in probability）, and limit theorems （such as central limit theorems, moderate and large deviations principles） on （log Zn）.

Harmonic Moments of Branching Processes in Random Environments

We consider harmonic moments of branching processes in general random environments. For a sequence of square integrable random variables, we give some conditions such that there is a positive constant c that every variable in this sequence belong to Ac or A1c uniformly.

A Note on Multitype Branching Process with Bounded Immigration in Random Environment

In this paper, we study the total number of progeny, W, before regenerating of multitype branching process with immigration in random environment. We show that the tail probability of ｜W｜ is of order t-κ as t→∞, with κ some constant. As an application, we prove a stable law for （L-1） random walk in random environment, generalizing the stable law for the nearest random walk in random environment （see ＂Kesten, Kozlov, Spitzer： A limit law for random walk in a random environment. Compositio Math., 30, 145-168 （1975）＂）.

Survival Probability of Population-size-dependent Branching Processes in Random Environments

The class of population-size-dependent branching processes in independent identically distributed random environments is investigated. Under the critical case and appropriate moment assumption, we establish an asymptotic estimate of the survival probability at generation n.

Conditional Log-Laplace Functional for a Class of Branching Processes in Random Environments

A conditional log-Laplace functional （CLLF） for a class of branching processes in random environments is derived. The basic idea is the decomposition of a dependent branching dynamic into a no-interacting branching and an interacting dynamic generated by the random environments. CLLF will play an important role in the investigation of branching processes and superprocesses with interaction.

Population-size-dependent branching processes in Markovian random environments

A branching model {Z n} n≥0is considered where the offspring distribution of the population’s evolution is not only dependent on the population size, but also controlled by a Markovian environmental process {ξ n} n≥0. For this model, asymptotic behaviour is studied such as limn→∞Z n and limn→∞Z n/m n in the case that the mean m k, θof the offspring distribution converges to m>1 as the population size k grows to ∞. In the case that {ξ n} n≥0is an irreducible positive recurrent Markov chain, certain extinction (i.e. P(Z n=0 for some n)=1) and noncertain extinction (i.e. P(Z n=0 for some n)<1) are studied.

A random walk with a branching system in random environments

We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on ? with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.