Large deviations for a Poisson random indexed branching process

DOI10.1016/J.SPL.2015.06.013MaRDI QIDQ894589zbMATH OpenOpenAlexFDO

Authors Zhenlong Gao, Weigang Wang

Publication date 1 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.06.013

zbMATH Keywords

large deviationsPoisson processharmonic momentsrandom indexed branching process

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
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• scientific article; zbMATH DE number 7697239 (Why is no real title available?)
• Barrier option pricing by branching processes
• Critical randomly indexed branching processes
• Harmonic moments and large deviation rates for supercritical branching processes
• Large and moderate deviations for a class of renewal random indexed branching process
• Large deviation rates for branching processes. I: Single type case
• Large deviations for Branching Processes in Random Environment
• Local limit theory and large deviations for supercritical branching processes.
• Lower deviation probabilities for supercritical Galton-Watson processes
• Moments, moderate and large deviations for a branching process in a random environment
• Stock prices as branching processes
• Stock prices as branching processes in random environments: estimation

Cited in

(14)

• Deviations for jumping times of a branching process indexed by a Poisson process
• Deviations for martingale convergence of a branching process with random index
• Large and moderate deviations for a renewal randomly indexed branching process
• scientific article; zbMATH DE number 3842927 (Why is no real title available?)
• Controlled branching processes with continuous time
• Large and moderate deviations for a class of renewal random indexed branching process
• Processes with catastrophes: large deviation point of view
• Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process
• Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method
• Notes on large deviations for branching processes indexed by a Poisson process
• Asymptotic properties of a Poisson randomly indexed branching process
• Large Deviations of Poisson Cluster Processes
• Limit theorems for a supercritical Poisson random indexed branching process
• Poissonian statistics in the extremal process of branching Brownian motion

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