Large Deviations Analysis of Extinction in Branching Models
Cramer's classical theorem is applied to obtain large deviations in branching processes. This is a new avenue for analysis of models in discrete and continuous time. For the Galton-Watson process a new formula for the rate function in terms of the Legendre transform of its offspring distribution is derived. Further analysis of the approximate path to extinction produces a new interesting formula.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 15 (2008)
Issue (Month): 1 ()
|Contact details of provider:|| Web page: http://www.tandfonline.com/GMPS20 |
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/GMPS20|
When requesting a correction, please mention this item's handle: RePEc:taf:mpopst:v:15:y:2008:i:1:p:55-69. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty)
If references are entirely missing, you can add them using this form.