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Diskretnaya Matematika, 2016, Volume 28, Issue 3, Pages 28–48
DOI: https://doi.org/10.4213/dm1382
(Mi dm1382)
 

This article is cited in 5 scientific papers (total in 5 papers)

Large deviations of branching processes with immigration in random environment

D. V. Dmitrushchenkov, A. V. Shklyaev

Lomonosov Moscow State University
Full-text PDF (577 kB) Citations (5)
References:
Abstract: We consider branching process $Z_n$ in random environment such that the associated random walk $S_n$ has increments $\xi_i$ with mean $\mu$ and satisfy the Cramér condition $\mathbf{E}e^{h\xi_i}<\infty$, $0<h<h^+$. Let $\chi_i$ be the number of particles immigrating into the $i^{\rm th}$ generation of the process, $\mathbf{E}\chi_i^h<\infty$, $0<h<h^+$. We suppose that the number of offsprings of one particle conditioned on the environment has the geometric distribution. It is shown that the supplement of immigration to critical or supercritical processes results only in the change of multiplicative constant in the asymptotics of large deviation probabilities $\mathbf P\left\{Z_n\ge \exp(\theta n)\right\}$, $\theta>\mu$. In the case of subcritical processes analogous result is obtained for $\theta>\gamma$, where $\gamma>0$ is some constant. For all constants explicit formulas are given.
Keywords: Large deviations, random walks, branching processes, random environments, Cramér condition, processes with immigration.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-31091 мол-а
The work was supported by the RFBR grant No. 14-01-31091 mol-a.
Received: 24.11.2015
Revised: 17.07.2016
English version:
Discrete Mathematics and Applications, 2017, Volume 27, Issue 6, Pages 361–376
DOI: https://doi.org/10.1515/dma-2017-0037
Bibliographic databases:
Document Type: Article
UDC: 519.218.2
Language: Russian
Citation: D. V. Dmitrushchenkov, A. V. Shklyaev, “Large deviations of branching processes with immigration in random environment”, Diskr. Mat., 28:3 (2016), 28–48; Discrete Math. Appl., 27:6 (2017), 361–376
Citation in format AMSBIB
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\paper Large deviations of branching processes with immigration in random environment
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\jour Discrete Math. Appl.
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  • https://doi.org/10.4213/dm1382
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  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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