Let Zn be the number of particles at time n = 0, 1, 2, . . . in a branching process in random environment, Z 0 = 1, and let Zm,n be the number of such particles in the process at time m ∈ [0, n], each of which has a nonempty offspring at time n. It is shown that if the offspring generating functions f k (s) of the particles of the kth generation are independent and identically distributed for all k = 0, 1, 2, . . . with E log f k (1) = 0 and σ 2 = E(log f k (1)) 2 ∈ (0, ∞), then, under certain additional restrictions, the sequence of conditional processesKey words. critical branching process in random environment, reduced process, functional limit theorem, random walk
PII. S0040585X97979421Branching processes in random environment are a rather popular object of investigation: see [1], [2], [3], [7], [8], [16], [18], [19], [20], [21], [22], [23], [24], [25], and [26].An informal description of these processes in the setting of interest for us appears as follows. A process is initiated at time n = 0 by a single particle of the zero generation which lives up to moment n = 1, and at the end of its life, produces offspring in accordance with a generating function f 0 (s) which is random, that is, selected from the set of all probability generating functions of integer-valued nonnegative variables in accordance with a probability distribution. The particles of the first generation live up to moment n = 2 and at the ends of their lives produce offspring according to a common generating function f 1 (s) which is a probabilistic copy of f 0 (s), and so on. Let Z n be the number of particles in the process at time n = 0, 1, . . . . The evolution law of Z n can be described in the following way:A branching process in random environment is said to be subcritical if ρ = E log f 0 (1) < 0, critical if ρ = 0, and supercritical if ρ > 0.In the present paper we study the critical processes in random environment. It is known that such processes die out with probability 1. The problem of finding the asymptotic behavior of the survival probability P{Z n > 0} as n → ∞ for the critical branching processes in random environment with generating functions of the general form proved to be difficult. Thus, Kozlov [7] proved as early as 1976 that if the * Received by the editors August 27, 2001. This work was supported in part by Russian Foundation for Basic Research grants 99-01-00012, 00-15-96136, and INTAS 99-01317.