TY - JOUR

T1 - Branching processes with immigration in atypical random environment

AU - Foss, Sergey

AU - Korshunov, Dmitry

AU - Palmowski, Zbigniew

N1 - Funding Information: The work of S Foss and D Korshunov is partially supported by the RFBR grant 19-51-53010 (2019-2020). The work of Z Palmowski is partially supported by the Polish National Science Centre under the grant 2018/29/B/ST1/00756 (2019-2022). Publisher Copyright: © 2021, The Author(s).

PY - 2022/3

Y1 - 2022/3

N2 - Motivated by a seminal paper of Kesten et al. (Ann. Probab., 3(1), 1–31, 1975) we consider a branching process with a conditional geometric offspring distribution with i.i.d. random environmental parameters An, n ≥ 1 and with one immigrant in each generation. In contrast to above mentioned paper we assume that the environment is long-tailed, that is that the distribution F of ξn: = log((1 − An) / An) is long-tailed. We prove that although the offspring distribution is light-tailed, the environment itself can produce extremely heavy tails of the distribution of the population size in the n th generation which becomes even heavier with increase of n. More precisely, we prove that, for all n, the distribution tail ℙ(Zn≥ m) of the n th population size Zn is asymptotically equivalent to nF¯ (logm) as m grows. In this way we generalise Bhattacharya and Palmowski (Stat. Probab. Lett., 154, 108550, 2019) who proved this result in the case n = 1 for regularly varying environment F with parameter α > 1. Further, for a subcritical branching process with subexponentially distributed ξn, we provide the asymptotics for the distribution tail ℙ(Zn> m) which are valid uniformly for all n, and also for the stationary tail distribution. Then we establish the “principle of a single atypical environment” which says that the main cause for the number of particles to be large is the presence of a single very small environmental parameter Ak.

AB - Motivated by a seminal paper of Kesten et al. (Ann. Probab., 3(1), 1–31, 1975) we consider a branching process with a conditional geometric offspring distribution with i.i.d. random environmental parameters An, n ≥ 1 and with one immigrant in each generation. In contrast to above mentioned paper we assume that the environment is long-tailed, that is that the distribution F of ξn: = log((1 − An) / An) is long-tailed. We prove that although the offspring distribution is light-tailed, the environment itself can produce extremely heavy tails of the distribution of the population size in the n th generation which becomes even heavier with increase of n. More precisely, we prove that, for all n, the distribution tail ℙ(Zn≥ m) of the n th population size Zn is asymptotically equivalent to nF¯ (logm) as m grows. In this way we generalise Bhattacharya and Palmowski (Stat. Probab. Lett., 154, 108550, 2019) who proved this result in the case n = 1 for regularly varying environment F with parameter α > 1. Further, for a subcritical branching process with subexponentially distributed ξn, we provide the asymptotics for the distribution tail ℙ(Zn> m) which are valid uniformly for all n, and also for the stationary tail distribution. Then we establish the “principle of a single atypical environment” which says that the main cause for the number of particles to be large is the presence of a single very small environmental parameter Ak.

KW - Branching process

KW - Random environment

KW - Random walk in random environment

KW - Slowly varying distribution

KW - Subexponential distribution

UR - http://www.scopus.com/inward/record.url?scp=85115186385&partnerID=8YFLogxK

U2 - 10.1007/s10687-021-00427-1

DO - 10.1007/s10687-021-00427-1

M3 - Article

AN - SCOPUS:85115186385

VL - 25

SP - 55

EP - 77

JO - Extremes

JF - Extremes

SN - 1386-1999

IS - 1

ER -