Moments, moderate and large deviations for a branching process in a random environment
AbstractLet (Zn) be a supercritical branching process in a random environment ξ, and W be the limit of the normalized population size Zn/E[Zn|ξ]. We show large and moderate deviation principles for the sequence logZn (with appropriate normalization). For the proof, we calculate the critical value for the existence of harmonic moments of W, and show an equivalence for all the moments of Zn. Central limit theorems on W−Wn and logZn are also established.
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Bibliographic InfoArticle provided by Elsevier in its journal Stochastic Processes and their Applications.
Volume (Year): 122 (2012)
Issue (Month): 2 ()
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