Hostname: page-component-8448b6f56d-qsmjn Total loading time: 0 Render date: 2024-04-24T01:15:10.976Z Has data issue: false hasContentIssue false

Recurrence and Transience of Critical Branching Processes in Random Environment with Immigration and an Application to Excited Random Walks

Published online by Cambridge University Press:  22 February 2016

Elisabeth Bauernschubert*
Affiliation:
University of Tuebingen
*
Postal address: Mathematisches Institut, Eberhard Karls Universität Tübingen, Auf der Morgenstelle 10, 72076 Tübingen, Germany. Email address: elisabeth.bauernschubert@uni-tuebingen.de
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

We establish recurrence and transience criteria for critical branching processes in random environments with immigration. These results are then applied to the recurrence and transience of a recurrent random walk in a random environment on ℤ disturbed by cookies inducing a drift to the right of strength 1.

Type
General Applied Probability
Copyright
© Applied Probability Trust 

References

Babillot, M., Bougerol, P. and Elie, L. (1997). The random difference equation X n =A n X n−1+B n in the critical case. Ann. Prob. 25, 478493.Google Scholar
Basdevant, A.-L. and Singh, A. (2008). On the speed of a cookie random walk. Prob. Theory Relat. Fields 141, 625645.CrossRefGoogle Scholar
Basdevant, A.-L. and Singh, A. (2008). Rate of growth of a transient cookie random walk. Electron. J. Prob. 13, 811851.Google Scholar
Bauernschubert, E. (2013). Perturbing transient random walk in a random environment with cookies of maximal strength. Ann. Inst. H. Poincaré Prob. Statist. 49, 638653.Google Scholar
Baum, L. E. and Katz, M. (1965). Convergence rates in the law of large numbers. Trans. Amer. Math. Soc. 120, 108123.Google Scholar
Benjamini, I. and Wilson, D. B. (2003). Excited random walk. Electron. Commun. Prob. 8, 8692.CrossRefGoogle Scholar
Élie, L. (1982). Comportement asymptotique du noyau potentiel sur les groupes de Lie. Ann. Sci. École Norm. Sup. (4) 15, 257364.CrossRefGoogle Scholar
Feller, W. (1971). An Introduction to Probability Theory and Its Applications, Vol. II, 2nd edn. John Wiley, New York.Google Scholar
Goldie, C. M. and Maller, R. A. (2000). Stability of perpetuities. Ann. Prob. 28, 11951218.CrossRefGoogle Scholar
Kallenberg, O. (2002). Foundations of Modern Probability, 2nd edn. Springer, New York.CrossRefGoogle Scholar
Key, E. S. (1987). Limiting distributions and regeneration times for multitype branching processes with immigration in a random environment. Ann. Prob. 15, 344353.Google Scholar
Kosygina, E. and Zerner, M. P. W. (2008). Positively and negatively excited random walks on integers, with branching processes. Electron. J. Prob. 13, 19521952.CrossRefGoogle Scholar
Kosygina, E. and Zerner, M. P. W. (2013). Excited random walks: results, methods, open problems. Bull. Inst. Math. Acad. Sin. (N. S.) 8, 105157.Google Scholar
Lukacs, E. (1975). Stochastic Convergence, 2nd edn. Academic Press, New York.Google Scholar
Peigné, M. and Woess, W. (2011). Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity. Colloq. Math. 125, 3154.Google Scholar
Roitershtein, A. (2007). A note on multitype branching processes with immigration in a random environment. Ann. Prob. 35, 15731592.CrossRefGoogle Scholar
Solomon, F. (1975). Random walks in a random environment. Ann. Prob. 3, 131.Google Scholar
Vatutin, V. A. and Zubkov, A. M. (1993). Branching processes. II. J. Soviet Math. 67, 34073485.CrossRefGoogle Scholar
Vatutin, V. A., Dyakonova, E. E. and Sagitov, S. (2013). Evolution of branching processes in a random environment. Proc. Steklov Inst. Math. 282, 220242.CrossRefGoogle Scholar
Zerner, M. P. W. (2002). Integrability of infinite weighted sums of heavy-tailed i.i.d. random variables. Stoch. Process. Appl. 99, 8194.CrossRefGoogle Scholar
Zerner, M. P. W. (2005). Multi-excited random walks on integers. Prob. Theory Relat. Fields 133, 98122.CrossRefGoogle Scholar
Zerner, M. P. W. (2006). Recurrence and transience of excited random walks on Z d and strips. Electron. Commun. Prob. 11, 118128.Google Scholar