Upper large deviations for Branching Processes in Random Environment with heavy tails

被引:16
作者
Bansaye, Vincent [1 ]
Boeinghoff, Christian [2 ]
机构
[1] Ecole Polytech, Ctr Math Appl CMAP, F-91128 Palaiseau, France
[2] Goethe Univ Frankfurt, Dept Math, D-60054 Frankfurt, Germany
关键词
Branching processes; random environment; large deviations; random walks; heavy tails; GEOMETRIC DISTRIBUTION; LIMIT-THEOREMS;
D O I
10.1214/EJP.v16-933
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Branching Processes in Random Environment (BPREs) (Z(n) : n >= 0) are the generalization of Galton-Watson processes where 'in each generation' the reproduction law is picked randomly in an i.i.d. manner. The associated random walk of the environment has increments distributed like the logarithmic mean of the offspring distributions. This random walk plays a key role in the asymptotic behavior. In this paper, we study the upper large deviations of the BPRE Z when the reproduction law may have heavy tails. More precisely, we obtain an expression for the limit of - log P (Z(n) >= exp (theta n))/n when n -> infinity. It depends on the rate function of the associated random walk of the environment, the logarithmic cost of survival gamma : = -lim(n ->infinity) log P (Z(n) > 0)/n and the polynomial rate of decay beta of the tail distribution of Z(1). This rate function can be interpreted as the optimal way to reach a given "large" value. We then compute the rate function when the reproduction law does not have heavy tails. Our results generalize the results of Boinghoff & Kersting (2009) and Bansaye & Berestycki (2008) for upper large deviations. Finally, we derive the upper large deviations for the Galton-Watson processes with heavy tails..
引用
收藏
页码:1900 / 1933
页数:34
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