Simulations and a conditional limit theorem for intermediately subcritical branching processes in random environment
Christian B\"oinghoff, G\"otz Kersting

TL;DR
This paper establishes a functional limit theorem for intermediately subcritical branching processes in random environments, highlighting their complex behavior at the critical borderline between two subcritical regimes, supported by simulations.
Contribution
It provides the first functional limit theorem for these processes and compares it with recent related theorems, deepening understanding of their asymptotic behavior.
Findings
Proves a new functional limit theorem for intermediately subcritical processes
Identifies complex behaviors at the critical subcritical boundary
Supports theoretical results with computer simulations
Abstract
Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It is discussed together with two other recently proved limit theorems for the intermediately subcritical case and illustrated by several computer simulations.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Theoretical and Computational Physics · Stochastic processes and financial applications
