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This article is cited in 2 scientific papers (total in 2 papers)
Asymptotical local probabilities of lower deviations for branching process in random environment with geometric distributions of descendants
K. Yu. Denisov Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
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 $\eta$. We assume that $\eta$ is a sequence of independent identically distributed random variables and for fixed environment $\boldsymbol\eta$ the distributions of variables $X_{i,j}$ are geometric ones. 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 ${\mathbf E}\exp(h\xi_i) < \infty$ if $h^{-}<h<0$ for some $h^{-} < -1$. Under these assumptions, we find the asymptotic representation of local probabilities ${\mathbf P}\left( Z_n = \lfloor\exp\left(\theta n\right)\rfloor \right)$ for $\theta \in [\theta_1,\theta_2] \subset (\mu^-;\mu)$ for some non-negative $\mu^-$.
Keywords:
branching processes, random environments, random walks, Cramer's condition, large deviations, local theorems.
Received: 28.05.2020
Citation:
K. Yu. Denisov, “Asymptotical local probabilities of lower deviations for branching process in random environment with geometric distributions of descendants”, Diskr. Mat., 32:3 (2020), 24–37; Discrete Math. Appl., 32:5 (2022), 313–323
Linking options:
https://www.mathnet.ru/eng/dm1618https://doi.org/10.4213/dm1618 https://www.mathnet.ru/eng/dm/v32/i3/p24
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Abstract page: | 230 | Full-text PDF : | 34 | References: | 20 | First page: | 8 |
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