Large deviations analysis of extinction in branching models

被引：1

作者：

Klebaner, Fima C. ^{[1
]}

Liptser, Robert ^{[2
]}

机构：

[1] Monash Univ, Sch Math Sci, Clayton, Vic 3800, Australia

[2] Tel Aviv Univ, IL-69978 Tel Aviv, Israel

来源：

MATHEMATICAL POPULATION STUDIES | 2008年 / 15卷 / 01期

基金：

澳大利亚研究理事会;

关键词：

Cramer's theorem; extinction; Galton-Watson process; large deviations; Legendre transform;

D O I：

10.1080/08898480701792477

中图分类号：

C921 [人口统计学];

学科分类号：

摘要：

Cramer's classical theorem is applied to obtain large deviations in branching processes. This is a new avenue for analysis of models in discrete and continuous time. For the Galton-Watson process a new formula for the rate function in terms of the Legendre transform of its offspring distribution is derived. Further analysis of the approximate path to extinction produces a new interesting formula.

引用

页码：55 / 69

页数：15

共 10 条

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