Random Walks and Branching Processes in Correlated Gaussian Environment

被引:0
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作者
Frank Aurzada
Alexis Devulder
Nadine Guillotin-Plantard
Françoise Pène
机构
[1] Technische Universität Darmstadt,AG Stochastik, Fachbereich Mathematik
[2] Université Paris-Saclay,Laboratoire de Mathématiques de Versailles, UVSQ, CNRS
[3] Université de Lyon,Institut Camille Jordan, CNRS UMR 5208
[4] Université de Brest and IUF,undefined
[5] LMBA,undefined
[6] UMR CNRS 6205,undefined
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关键词
First passage time; Fractional Gaussian noise; Long-range dependence; Persistence; Random walk; Random environment; Branching process; 60G50; 60G22; 60G10; 60G15; 60F10; 60J80; 60K37; 62M10;
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摘要
We study persistence probabilities for random walks in correlated Gaussian random environment investigated by Oshanin et al. (Phys Rev Lett, 110:100602, 2013). From the persistence results, we can deduce properties of critical branching processes with offspring sizes geometrically distributed with correlated random parameters. More precisely, we obtain estimates on the tail distribution of its total population size, of its maximum population, and of its extinction time.
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页码:1 / 23
页数:22
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