The Annals of Probability · 2018 · 29 citations · 14 references
EngineeringMathematicsProbability TheoryStochastic ProcessesBirth-death ProcessesBranching ProcessesExtinction RiskLimit TheoremsMarkov ProcessesBienaymé-galton-watson ProcessesGalton-watson ProcessesMarkov Branching ProcessesMultitype Branching ProcessesRandom MatricesRandom Walk Limit TheoremsSurvival ProbabilitySurvival Probability Estimation
We study the asymptotic behaviour of the probability of non-extinction of a critical multi-type Galton–Watson process in i.i.d. random environments by using limit theorems for products of positive random matrices. Under suitable assumptions, the survival probability is proportional to $1/\sqrt{n}$.
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Hillel Fürstenberg, Harry Kesten · The Annals of Mathematical Statistics · 1960 · 1.1K citations · Full text
Limit theorems for products of positive random matrices
Hubert Hennion · The Annals of Probability · 1997 · 132 citations · Full text