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Branching processes in a random environment with immigration stopped at zero

Published online by Cambridge University Press:  04 May 2020

Elena Dyakonova*
Affiliation:
Steklov Mathematical Institute
Doudou Li*
Affiliation:
Beijing Normal University
Vladimir Vatutin*
Affiliation:
Steklov Mathematical Institute and Beijing Normal University
Mei Zhang*
Affiliation:
Beijing Normal University
*
*Postal address: Steklov Mathematical Institute, 8 Gubkin St., Moscow, 119991, Russia.
***Postal address: School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems, Beijing Normal University, Beijing 100875, P.R. China.
*Postal address: Steklov Mathematical Institute, 8 Gubkin St., Moscow, 119991, Russia.
**Email address: elena@mi-ras.ru

Abstract

A critical branching process with immigration which evolves in a random environment is considered. Assuming that immigration is not allowed when there are no individuals in the population, we investigate the tail distribution of the so-called life period of the process, i.e. the length of the time interval between the moment when the process is initiated by a positive number of particles and the moment when there are no individuals in the population for the first time.

Type
Research Papers
Copyright
© Applied Probability Trust 2020

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