Upper large deviations of branching processes in a random environment-Offspring distributions with geometrically bounded tails

被引:20
作者
Boeinghoff, Christian [1 ]
Kersting, Goetz [1 ]
机构
[1] Goethe Univ Frankfurt, Fachbereich Informat & Math, D-60054 Frankfurt, Germany
关键词
Branching processes; Random environment; Large deviations; Phase transition; LIMIT-THEOREMS;
D O I
10.1016/j.spa.2010.05.017
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
We generalize a result by Kozlov on large deviations of branching processes (Z(n)) in an i.i.d. random environment. Under the assumption that the offspring distributions have geometrically bounded tails and mild regularity of the associated random walk S, the asymptotics of P(Z(n) >= e(theta n)) is (on logarithmic scale) completely determined by a convex function Gamma depending on properties of S. In many cases Gamma is identical with the rate function of (S-n). However, if the branching process is strongly subcritical, there is a phase transition and the asymptotics of P(Z(n) >= e(theta n)) and P(S-n >= theta n) differ for small theta. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:2064 / 2077
页数:14
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