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.
Volume (Year): 15 (2008)
Issue (Month): 1 ()
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