March 2016 Limit theorems for a supercritical Poisson random indexed branching process
Zhenlong Gao, Yanhua Zhang
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J. Appl. Probab. 53(1): 307-314 (March 2016).

Abstract

Let {Zn, n = 0, 1, 2, . . .} be a supercritical branching process, {Nt, t ≥ 0} be a Poisson process independent of {Zn, n = 0, 1, 2, . . .}, then {ZNt, t ≥ 0} is a supercritical Poisson random indexed branching process. We show a law of large numbers, central limit theorem, and large and moderate deviation principles for log ZNt.

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Zhenlong Gao. Yanhua Zhang. "Limit theorems for a supercritical Poisson random indexed branching process." J. Appl. Probab. 53 (1) 307 - 314, March 2016.

Information

Published: March 2016
First available in Project Euclid: 8 March 2016

zbMATH: 1337.60213
MathSciNet: MR3471965

Subjects:
Primary: 60J80
Secondary: 60F10

Keywords: central limit theorem , large deviation principle , Moderate deviation principle , random indexed branching process , stock prices

Rights: Copyright © 2016 Applied Probability Trust

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Vol.53 • No. 1 • March 2016
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