A Kesten Stigum theorem for Galton-Watson processes with infinitely many types in a random environment
Maxime Ligonnière
TL;DR
The paper develops a Kesten–Stigum-type framework for a multitype Galton–Watson process with infinitely many types in a random ergodic environment, establishing a fundamental martingale built from space-time harmonic eigenfunctions and proving its nondegeneracy under an $L\log L$-type condition. It provides a detailed asymptotic description of the surviving population through the quenched mean and shows that, on the event of nontrivial limit $W>0$, population sizes and type distributions are governed by the quenched mean at large times. The results extend to an age-structured Leslie-type GWRE (Leslie-GWRE), with tractable criteria ensuring the core hypotheses and explicit criteria for extinction vs. explosion. Taken together, the work advances understanding of survival, growth, and type-frequency behavior in MGWREs with infinitely many types and random environments, and offers concrete tools for age-structured applications.
Abstract
In this paper, we study a Galton-Watson process $(Z_n)$ with infinitely many types in a random ergodic environment $\barξ=(ξ_n)_{n\geq 0}$. We focus on the supercritical regime of the process, where the quenched average of the size of the population grows exponentially fast to infinity. We work under Doeblin-type assumptions coming from a previous paper, which ensure that the quenched mean semi group of $(Z_n)$ satisfies some ergodicity property and admits a $\barξ$-measurable family of space-time harmonic functions. We use these properties to derive an associated nonnegative martingale $(W_n)$. Under a $L\log(L)^{1+\varepsilon}$-integrabilty assumption on the offspring distribution, we prove that the almost sure limit $W$ of the martingale $(W_n)$ is not degenerate. Assuming some uniform $L^2$-integrability of the offspring distribution, we prove that conditionally on $\{W>0\}$, at a large time $n$, both the size of the population and the distribution of types correspond to those of the quenched mean of the population $\mathbb{E}[Z_n|\barξ, Z_0]$. We finally introduce an example of a process modelling a population with a discrete age structure. In this context, we provide more tractable criterions which guarantee our various assumptions are met.
