Large deviations of a strongly subcritical branching process in a random environment
Let \(\{z_n, n\ge 0]\) be a branching process in a random environment generated by a sequence of i.i.d. random variables. Suppose that the increments of the associated random walk \(S_n= \xi_1+\cdots+\xi_n\) have finite mean and satisfy Cramér's conditiom \(\textbf{E}\exp\{h\xi_i\}<\infty\), \(0<h<h^+\). The author continues his research on the deviation probabilities \(\textbf{P}(\ln z_n\ge x)\) and \(\textbf{P} (\ln Z_n\in[x,x+\Delta_n))\), where \(\Delta_n\) tends to \(0\) sufficiently slowly, see \textit{A. V. Shklyaev} [Discrete Math. Appl. 31, No. 4, 281--291 (2021; Zbl 1468.60037); translation from Diskretn. Mat. 31, No. 4, 102--115 (2019); ibid. 31, No. 6, 431--447 (2021; Zbl 1490.60063); translation from Diskretn. Mat. 32, No. 1, 135--156 (2020)]. For the strongly subcritical case he had assumed that \(x/n\), \(n>0\), stays in an interval \((\gamma,m^+)\), \(0<\gamma< m^+<\infty\). In the present paper the theory is extended to the case \(x/n\in(0,\gamma)\). Again, the decisive tool is the recurrence representation \(Z_{n+1}= A_nZ_n+ B_n\), \(A_n:=\exp\{\xi_{n+1}\}\), \(B_n:= Z_{n+1}- A_nZ_n\).
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