Notes on large deviations for branching processes indexed by a Poisson process

被引:0
作者
Gao, Zhenlong [1 ]
机构
[1] Qufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China
基金
中国国家自然科学基金;
关键词
branching process; Poisson process; large deviations; MODERATE DEVIATIONS; RATES;
D O I
10.1007/s10986-020-09470-0
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Consider a continuous-time process {ZN(t)}, where {Z(n)} is a Galton-Watson process with offspring mean m, and {N-t} is a Poisson process independent of {Z(n)}. It turns out that R-t := ZN(t)+1/ZN(t) is an estimator of m. We deal with large deviation rates for the convergence of R-t to m for the supercritical and critical cases.
引用
收藏
页码:25 / 28
页数:4
相关论文
共 15 条
[1]  
[Anonymous], 2012, THESIS
[2]  
Athreya K., 2012, Branching processes, Grundlehren der mathe matischen Wissenschaften
[3]   LARGE DEVIATION RATES FOR BRANCHING PROCESSES-I. SINGLE TYPE CASE [J].
Athreya, K. B. .
ANNALS OF APPLIED PROBABILITY, 1994, 4 (03) :779-790
[4]  
Athreya K.B., 1997, Classical and modern branching processes, V84, P1
[5]  
Dembo A, 2009, Large deviations techniques and applications
[6]   Stock prices as branching processes in random environments: Estimation [J].
Dion, JP ;
Epps, TW .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1999, 28 (04) :957-975
[7]  
EPPS T., 1996, Commun. Statist. Stoch. Models, V12, P529
[8]   Large and moderate deviations for a renewal randomly indexed branching process [J].
Gao, Zhenlong ;
Wang, Weigang .
STATISTICS & PROBABILITY LETTERS, 2016, 116 :139-145
[9]   LIMIT THEOREMS FOR A SUPERCRITICAL POISSON RANDOM INDEXED BRANCHING PROCESS [J].
Gao, Zhenlong ;
Zhang, Yanhua .
JOURNAL OF APPLIED PROBABILITY, 2016, 53 (01) :307-314
[10]   Large deviations for a Poisson random indexed branching process [J].
Gao, Zhenlong ;
Wang, Weigang .
STATISTICS & PROBABILITY LETTERS, 2015, 105 :143-148