Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching
Statistics and Probability Letters , Volume 154 p. 108550
Motivated by seminal paper of Kozlov et al. Kesten et al. (1975) we consider in this paper a branching process with a geometric offspring distribution parametrized by random success probability A and immigration equals 1 in each generation. In contrast to above mentioned article, we assume that environment is heavy-tailed, that is log A−1 (1 − A) is regularly varying with a parameter α > 1, that is that P (log A−1(1 − A) > x) = x−αL(x) for a slowly varying function L. We will prove that although the offspring distribution is light-tailed, the environment itself can produce extremely heavy tails of distribution of the population at nth generation which gets even heavier with n increasing. Precisely, in this work, we prove that asymptotic tail P (Zl ≥ m) of lth population Zl is of order (log(l) m)−α L (log(l) m) for large m, where log(l) m = log…log m. The proof is mainly based on Tauberian theorem. Using this result we also analyze the asymptotic behavior of the first passage time Tn of the state n ∈ Z by the walker in a neighborhood random walk in random environment created by independent copies (Ai: i ∈ Z) of (0, 1)-valued random variable A.
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|Statistics and Probability Letters|
|Rare events: Asymptotics, Algorithms, Applications|
|Organisation||Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands|
Bhattacharya, A, & Palmowski, Z. (2019). Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching. Statistics and Probability Letters, 154. doi:10.1016/j.spl.2019.06.026