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This article is cited in 1 scientific paper (total in 1 paper)
Asymptotic local lower deviations of strictly supercritical branching process in a 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 $\boldsymbol\eta$. We assume that $\boldsymbol\eta$ is a sequence of independent identically distributed variables and for fixed $\boldsymbol\eta$ the variables $X_{i,j}$ are independent and have geometric distributions. We suppose that steps $\xi_i$ of the associated random walk $S_n = \xi_1 + \dotsb + \xi_n$ has positive mean and satisfies left-side Cramér condition: ${\mathbf E}\exp(h\xi_i) < \infty$ if $h^{-}<h<0$ for some $h^{-} < -1$. Under these assumptions we find the asymptotic of the local probabilities ${\mathbf P}\left( Z_n = \lfloor\exp\left(\theta n\right)\rfloor \right)$, $n\to\infty$, for $\theta \in (\max(m^{-},0);m(-1))$ and for $\theta$ in a neighbourhood of $m(-1)$, where $m^{-}$ and $m(-1)$ are some constants.
Keywords:
branching processes, random environments, random walks, Cramér condition, lower deviations, large deviations, local theorems.
Received: 29.05.2022
Citation:
K. Yu. Denisov, “Asymptotic local lower deviations of strictly supercritical branching process in a random environment with geometric distributions of descendants”, Diskr. Mat., 34:4 (2022), 14–27; Discrete Math. Appl., 34:4 (2024), 197–206
Linking options:
https://www.mathnet.ru/eng/dm1725https://doi.org/10.4213/dm1725 https://www.mathnet.ru/eng/dm/v34/i4/p14
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Abstract page: | 173 | Full-text PDF : | 33 | References: | 46 | First page: | 4 |
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