Advances in Applied Probability · 1981 · 37 citations · 9 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesBirth-death ProcessesBranching ProcessesMarkov ChainsMarkov ProcessesStochastic StabilityExtinctionMultitype Branching ProcessesProbabilistic Computation
This paper is concerned with the growth of multitype branching processes in a random environment (mbpre). It is shown that, under suitable regularity conditions, the process either explodes of becomes extinct. A classification theorem is given delineating the cases of explosion or extinction. Furthermore, it is shown that the process grows at an exponential rate on its set of non-extinction provided the process is stable. Criteria is given for non-certain extinction of the mbpre to occur, and an example shows that the stability condition cannot be removed. The method of proof used, in general, is direct probabilistic computation rather than the classical functional iteration techniques. Growth theorems are first proved for increasing mbpre and subsequently transferred to general mbpre using the associated mbpre and the reduced mbpre.
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Hillel Fürstenberg, Harry Kesten · The Annals of Mathematical Statistics · 1960 · 1.1K citations · Full text
Limit Theorems for Branching Processes in a Random Environment
David Tanny · The Annals of Probability · 1977 · 81 citations · Full text
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