Large deviations of branching process in a random environment. II
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Aleksandr V. Shklyaev
Abstract
We consider the probabilities of large deviations for the branching process Zn in a random environment, which is formed by independent identically distributed variables. It is assumed that the associated random walk Sn = ξ1 + … + ξn has a finite mean μ and satisfies the Cramér condition E ehξi < ∞, 0 < h < h+. Under additional moment constraints on Z1, the exact asymptotic of the probabilities P (ln Zn ∈ [x, x + Δn)) is found for the values x/n varying in the range depending on the type of process, and for all sequences Δn that tend to zero sufficiently slowly as n → ∞. A similar theorem is proved for a random process in a random environment with immigration.
Note: Originally published in Diskretnaya Matematika (2020) 32,№1, 135–156 (in Russian).
7 Acknowledgement
The author is grateful to M. V. Kozlov for valuable discussions of the issues considered in the paper, V. A. Vatutin and A. M. Zubkov for advice on inequalities for the moments of sums of martingale differences, an anonymous reviewer for the painstaking work that significantly improved the text.
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Funding: The study was supported by a grant from the Russian Science Foundation (project 19-11-00111) at the Steklov Mathematical Institute of Russian Academy of Sciences.
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Articles in the same Issue
- Frontmatter
- A method of construction of differentially 4-uniform permutations over Vm for even m
- Ergodicity of the probabilistic converter, a serial connection of two automata
- On distance-regular graphs with c2 = 2
- Minimal contact circuits for characteristic functions of spheres
- Approximation of restrictions of q-valued logic functions to linear manifolds by affine analogues
- Multiaffine polynomials over a finite field
- Large deviations of branching process in a random environment. II
Articles in the same Issue
- Frontmatter
- A method of construction of differentially 4-uniform permutations over Vm for even m
- Ergodicity of the probabilistic converter, a serial connection of two automata
- On distance-regular graphs with c2 = 2
- Minimal contact circuits for characteristic functions of spheres
- Approximation of restrictions of q-valued logic functions to linear manifolds by affine analogues
- Multiaffine polynomials over a finite field
- Large deviations of branching process in a random environment. II
