کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156016 958793 2010 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Upper large deviations of branching processes in a random environment—Offspring distributions with geometrically bounded tails
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Upper large deviations of branching processes in a random environment—Offspring distributions with geometrically bounded tails
چکیده انگلیسی

We generalize a result by Kozlov on large deviations of branching processes (Zn)(Zn) in an i.i.d. random environment. Under the assumption that the offspring distributions have geometrically bounded tails and mild regularity of the associated random walk SS, the asymptotics of P(Zn≥eθn) is (on logarithmic scale) completely determined by a convex function ΓΓ depending on properties of SS. In many cases ΓΓ is identical with the rate function of (Sn)(Sn). However, if the branching process is strongly subcritical, there is a phase transition and the asymptotics of P(Zn≥eθn) and P(Sn≥θn) differ for small θθ.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 10, September 2010, Pages 2064–2077
نویسندگان
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