×

Asymptotic local probabilities of large deviations for branching process in random environment with geometric distribution of descendants. (English. Russian original) Zbl 1514.60097

Discrete Math. Appl. 33, No. 2, 77-86 (2023); translation from Diskretn. Mat. 33, No. 4, 19-31 (2021).
Summary: We consider the branching process \(Z_n =X_{n, 1} + \dots +X_{nZ_{n-1}} \) in random environments \(\boldsymbol{ \eta}\), where \(\boldsymbol{ \eta}\) is a sequence of independent identically distributed variables and for fixed \(\boldsymbol{ \eta}\) the random variables \(X_{i, j}\) are independent, have the geometric distribution. We suppose that the associated random walk \(S_n = \xi_1 + \dots + \xi_n\) has positive mean \(\mu\) and satisfies the right-hand Cramer’s condition \(\mathbf{E}\) \(\exp (h \xi_i ) < \infty\) for \(0<h<h^+\) and some \(h^+\). Under these assumptions, we find the asymptotic representation for local probabilities \(\mathbf{P}(Z_n =\lfloor \exp(\theta n) \rfloor )\) for \(\theta \in [ \theta_1, \theta_2] \subset ( \mu;\mu^+)\) and some \(\mu^+\).

MSC:

60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
60F10 Large deviations
60G50 Sums of independent random variables; random walks
Full Text: DOI

References:

[1] Kozlov M.V., “On large deviations of branching processes in a random environment: geometric distribution of descendants”, Discrete Math. Appl 16:2 (2006), 155-174 · Zbl 1126.60089
[2] Kozlov M. V., “On large deviations of strictly subcritical branching processes in a random environment with geometric distribution of progeny”, Theory Probab. Appl 54:3 (2010), 424-446 · Zbl 1213.60162
[3] Bansaye V., Berestycki J., “Large deviations for branching processes in random environment”, Markov Process. Related Fields 15:3 (2009), 493-524 · Zbl 1193.60098
[4] Buraczewski D., Dyszewski P., “Precise large deviation estimates for branching process in random environment”, 2017, arXiv: 1706.03874 · Zbl 1494.60029
[5] Shklyaev A. V., “Large deviations of branching process in a random environment. II”, DiscreteMath. Appl 31:6 (2021), 431- 447 · Zbl 1490.60063
[6] Borovkov A.A., Asymptotic analysis of random walks. Rapidly decreasing distributions of increments Fizmatlit, 2013 (in Russian), 447 pp · Zbl 1351.60003
[7] Petrov V. V., “On the probabilities of large deviations for sums of independent random variables”, Theory Probab. Appl 10:2 (1965), 287-298 · Zbl 0235.60028
[8] Agresti A., “On the extinction times of varying and random environment branching processes”, J. Appl. Prob 12:1 (1975), 39-46 · Zbl 0306.60052
[9] Denisov K. Yu., “Asymptotical local probabilities of lower deviations for branching process in random environment with geometric distributions of descendants”, Discrete Math. Appl 32:5 (2022), 313-323 · Zbl 1509.60083
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.