|
This article is cited in 6 scientific papers (total in 6 papers)
Large deviations of branching process in a random environment
A. V. Shklyaev Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Abstract:
In this first part of the paper we find the asymptotic formulas for the probabilities of large deviations of the sequence defined by the random difference equation $Y_{n+1}=A_{n} Y_n + B_n$, where $A_1,A_2,\ldots$ are independent identically distributed random variables and $B_n$ may depend on $\{(A_k,B_k),0\leqslant k<n\}$ for any $n\geqslant1$. In the second part of the paper this results are applied to the large deviations of branching processes in a random environment.
Keywords:
random difference equations, probabilities of large deviations, branching processes in a random environment } \classification[Funding]{The study was supported by the Russian Science Foundation (project 19-11-00111) in the Steklov Mathematical Institute of Russian Academy of Sciences.
Received: 16.05.2019 Revised: 10.10.2019
Citation:
A. V. Shklyaev, “Large deviations of branching process in a random environment”, Diskr. Mat., 31:4 (2019), 102–115; Discrete Math. Appl., 31:4 (2021), 281–291
Linking options:
https://www.mathnet.ru/eng/dm1575https://doi.org/10.4213/dm1575 https://www.mathnet.ru/eng/dm/v31/i4/p102
|
|