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Probability theory and mathematical statistics
Local lower large deviations of strongly supercritical BPREG
K. Yu. Denisov Steklov Mathematical Institute of RAS, Gubkin St., 8, 119991, Moscow, Russia
Abstract:
We consider local probabilities of lower deviations for branching process $Z_{n} = X_{n, 1} + \dotsb + X_{n, Z_{n-1}}$ in random environment $\boldsymbol\eta$. We assume that $\boldsymbol\eta$ is a sequence of independent identically distributed variables and for fixed $\boldsymbol\eta$ the distribution of variables $X_{i,j}$ is geometric. We suppose that the associated random walk $S_n = \xi_1 + \dotsb + \xi_n$ has positive mean $\mu$ and satisfies left-hand Cramer's condition ${\mathbf E}\exp(h\xi_i) < \infty$ as $h^{-}<h<0$ for some $h^{-} < -1$. Under these assumptions, we find the asymptotic representation for local probabilities ${\mathbf P}\left( Z_n = \lfloor\exp\left(\theta n\right)\rfloor \right)$, where $\theta$ is near the boundary of the first and the second deviations zones.
Keywords:
branching processes, random environment, random walk, Cramer's condition, large deviations, local theorems.
Received July 8, 2023, published January 29, 2024
Citation:
K. Yu. Denisov, “Local lower large deviations of strongly supercritical BPREG”, Sib. Èlektron. Mat. Izv., 21:1 (2024), 1–16
Linking options:
https://www.mathnet.ru/eng/semr1664 https://www.mathnet.ru/eng/semr/v21/i1/p1
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