|
Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 490–501
(Mi tvp1089)
|
|
|
|
This article is cited in 8 scientific papers (total in 8 papers)
Large deviations for a critical Galton–Watson process
G. D. Makarov Moscow
Abstract:
Let $\mu(t)$ ($t=0,1,\dots$) be a Galton–Watson process with $\mu(0)=1$,
$$
F(s)=\mathbf Ms^{\mu(1)},\quad F'(1)=1,\quad 0<F''(1)<\infty,\quad Q(t)=\mathbf P\{\mu(t)>0\}.
$$
We prove that if $F(s)$ is an analytic function in the domain $|s|<1+\varepsilon(\varepsilon>0)$ and if
for some integer $N\geqslant 2$
$$
0<\frac{x}{t}\ln t\ln_{(N)}t\to\infty\qquad(t\to\infty,\,\ln_1 t=\ln t,\,\ln_{(k+1)}t=\ln_{(k)}\ln t)
$$
then
$$
e^x\mathbf P\{\mu(t)Q(t)>x\mid\mu(t)>0\}\to 1\qquad(t\to\infty).
$$
The local limit theorem on the large deviations is proved too.
Received: 26.05.1979
Citation:
G. D. Makarov, “Large deviations for a critical Galton–Watson process”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 490–501; Theory Probab. Appl., 25:3 (1981), 481–492
Linking options:
https://www.mathnet.ru/eng/tvp1089 https://www.mathnet.ru/eng/tvp/v25/i3/p490
|
|