Skip to main content
Log in

Age-dependent branching processes in random environments

  • Published:
Science in China Series A: Mathematics Aims and scope Submit manuscript

Abstract

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 ℝ+, and reproduce independently new particles according to a probability law p(ξ n ) on ℕ. 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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Harris T E. The Theory of Branching Processes. Berlin: Springer-Verlag, 1963

    MATH  Google Scholar 

  2. Athreya K B, Ney P E. Branching Processes. Berlin: Springer-Verlag, 1972

    MATH  Google Scholar 

  3. Bellman R, Harris T. On age-dependent binary branching processes. Ann Math, 55: 280–295 (1952)

    Article  MathSciNet  Google Scholar 

  4. Athreya K B. On the supercritical one dimensional age dependent branching processes. Ann Math Statist, 40: 743–763 (1969)

    Article  MATH  MathSciNet  Google Scholar 

  5. Esty W W. Critical age-dependent branching processes. Ann Prob, 3: 49–60 (1975)

    Article  MATH  MathSciNet  Google Scholar 

  6. Kingman J F C. The first birth problem for an age-dependent branching process. Ann Prob, 12: 341–345 (1975)

    MathSciNet  Google Scholar 

  7. Biggins J D. The first and last-birth problems for a multitype age-dependent branching process. Adv Appl Prob, 8: 446–459 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  8. Bingham N H, Doney R A. Asymptotic properties of supercritical branching processes II: Crump-Mode and Jirina processes. Adv Appl Prob, 7: 66–82 (1975)

    Article  MathSciNet  Google Scholar 

  9. Cohn H. Norming constants for the finite mean supercritical Bellman-Harris process. Z Wahrsch, 61: 189–205 (1982)

    Article  MATH  Google Scholar 

  10. Liu Q. Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks. Stoch Proc Appl, 82: 61–87 (1999)

    Article  MATH  Google Scholar 

  11. Schuh H J. Seneta constants for the supercritical Bellman-Harris process. Adv Appl Prob, 14: 732–751 (1982)

    Article  MATH  MathSciNet  Google Scholar 

  12. Smith W L, Wilkinson W E. On branching processes in random environments. Ann Math Statist, 40: 814–827 (1969)

    Article  MATH  MathSciNet  Google Scholar 

  13. Athreya K B, Karlin S. On branching processes with random environments (I), (II). Ann Math Statist, 42: 1499–1520, 1843–1858 (1971)

    Article  MATH  MathSciNet  Google Scholar 

  14. D’souza J C, Hambly B M. On the survival probability of a branching process in a random environment. Adv Appl Prob, 29: 38–55 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  15. Geiger J, Kersting G. The survival probability of a critical branching process in random environment. Teor Verojatnost i Primenen, 45: 607–615 (2000)

    MathSciNet  Google Scholar 

  16. Geiger J, Kersting G, Vatutin V A. Limit theorems for subcritical branching processes in a random environment. Ann Inst H Poincaré Probabilités et Statistiques, 39: 593–620 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  17. Guivarc’h Y, Liu Q. Propriétés asymptotiques des processus de branchement en environnement aléatoire. CR Acad Sci Paris, 332: 339–344 (2001)

    MATH  MathSciNet  Google Scholar 

  18. Guivarc’h Y, Le Page E, Liu Q. Normalisation d’un processus de branchement critique dans un environnemental éatoire. CR Acad Sci Paris, 337: 603–608 (2003)

    MATH  Google Scholar 

  19. Kozlov M V. On the asymptotic behavior of the probability of non-extinction for critical branching processes in a random environment. Theory Prob Appl, 21(4): 742–751 (1976)

    Google Scholar 

  20. Li Y Q, Li X, Liu Q. A random walk with a branching system in random environments. Sci China Ser A-Math, 50: 698–704 (2007)

    Article  Google Scholar 

  21. Neveu J. Arbres et processus de Galton-Watson. Ann Inst Henri Poincaré Probabilités et Statistiques, 22: 199–207 (1986)

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to QuanSheng Liu.

Additional information

This work was supported by the National Natural Sciente Foundation of China (Grant Nos. 10771021, 10471012) and Scientific Research Foundation for Returned Scholars, Ministry of Education of China (Grant No. [2005]564)

Rights and permissions

Reprints and permissions

About this article

Cite this article

Li, Y., Liu, Q. Age-dependent branching processes in random environments. Sci. China Ser. A-Math. 51, 1807–1830 (2008). https://doi.org/10.1007/s11425-008-0065-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11425-008-0065-4

Keywords

MSC(2000)

Navigation