Subcritical branching processes in random environment with immigration: survival of a single family

Abstract: We consider a subcritical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We consider the event $% \mathcal{A}_{i}(n)$ that all individuals alive at time $n$ are offspring of the immigrant which joined the population at time $i$ and investigate the asymptotic probability of this extreme event when $n\to\infty$ and $i$ is either fixed, or the difference $n-i$ is fixed, or $\min(i,n-i)\to\infty.$ To deduce the desired asymptotics we establish some limit theorems for random walks conditioned to be nonnegative or negative.