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math.PR2026
Survival Probability of Markov Linear Reccurence Sequence in a Random Environment: Subcritical Case
Alexander Shklyaev
The Markov linear recurrence sequence in a random environment (MRSRE) is a particular case of Markov chain on non-negative integers. It is a natural generalization of several model…
math.PR2026
Branching Process in a Varying Environment: How to Grow Like the Product of Means
Y. Kirpicheva, A. Shklyaev
Consider a branching process in a varying environment. Let be the natural martingale . It converges to some random variable as .…