August 2022 Precise large deviation estimates for branching process in random environment
Dariusz Buraczewski, Piotr Dyszewski
Author Affiliations +
Ann. Inst. H. Poincaré Probab. Statist. 58(3): 1669-1700 (August 2022). DOI: 10.1214/21-AIHP1223

Abstract

We consider a branching process in random environment {Zn}n0, which is a population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We describe precise asymptotics of upper large deviations, i.e. P[Zn>eρn]. Moreover in the subcritical case, under the Cramér condition on the mean of the reproduction law, we investigate large deviation estimates for the first passage times of the branching process in question and of its total population size.

Nous considérons un processus de branchement dans un environnement aléatoire {Zn}n0, qui est le processus de croissance d’une population où les individus se reproduisent indépendamment les uns des autres avec la loi de reproduction choisie au hasard à chaque génération. Nous décrivons des asymptotiques précises des grandes déviations supérieures, c’est-à-dire de P[Zn>eρn]. De plus dans le cas sous-critique, sous la condition de Cramér pour la moyenne de la loi de reproduction, nous étudions les estimations des grandes déviations pour le premier temps de passage de ce processus de branchement et de la taille totale de sa population.

Funding Statement

The research was partially supported by the National Science Center, Poland (Sonata Bis, grant number DEC-2014/14/E/ST1/00588).

Acknowledgements

The authors would like to thank two anonymous referees for a detailed reports which improved the presentation of the paper.

Citation

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Dariusz Buraczewski. Piotr Dyszewski. "Precise large deviation estimates for branching process in random environment." Ann. Inst. H. Poincaré Probab. Statist. 58 (3) 1669 - 1700, August 2022. https://doi.org/10.1214/21-AIHP1223

Information

Received: 8 March 2020; Revised: 13 October 2021; Accepted: 14 October 2021; Published: August 2022
First available in Project Euclid: 14 July 2022

MathSciNet: MR4452648
zbMATH: 1494.60029
Digital Object Identifier: 10.1214/21-AIHP1223

Subjects:
Primary: 60F10 , 60J80

Keywords: branching process , central limit theorem , First passage time , large deviations , Law of Large Numbers , random environment , Random walk

Rights: Copyright © 2022 Association des Publications de l’Institut Henri Poincaré

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Vol.58 • No. 3 • August 2022
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