Large deviations of branching process in a random environment

DOI10.1515/DMA-2021-0025MaRDI QIDQ2050238zbMATH OpenOpenAlexFDO

Authors A. V. Shklyaev

Publication date 30 August 2021

Published in Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/dma-2021-0025

zbMATH Keywords

random difference equationsprobabilities of large deviationsbranching processes in random environment

Mathematics Subject Classification ID

Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

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Cites work

• A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Implicit renewal theory and tails of solutions of random equations
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
• Large deviations for solution of random recurrence equation
• Large deviations for solutions to stochastic recurrence equations under Kesten's condition
• Random difference equations and renewal theory for products of random matrices
• Stochastic Models with Power-Law Tails

Cited in

(9)

• Large deviations for Branching Processes in Random Environment
• Precise large deviation estimates for branching process in random environment
• Large deviations of branching process in a random environment. II
• scientific article; zbMATH DE number 431886 (Why is no real title available?)
• Large deviations of a strongly subcritical branching process in a random environment
• Large deviations in the supercritical branching process
• Conditional functional limit theorem for a random recurrence sequence conditioned on a large deviation event
• Integro-local limit theorems for supercritical branching process in a random environment
• On large deviations of branching processes in a random environment with arbitrary initial number of particles: critical and supercritical cases

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