Limit theorems for a supercritical Poisson random indexed branching process
DOI10.1017/JPR.2015.27zbMATH Open1337.60213OpenAlexW2298307621MaRDI QIDQ2804434FDOQ2804434
Authors: Zhenlong Gao, Yanhua Zhang 
Publication date: 29 April 2016
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1457470577
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central limit theoremPoisson processlarge deviation principlelaw of large numbersmoderate deviation principlestock pricesrandom indexed branching process
Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Cites Work
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- Large deviation rates for branching processes. I: Single type case
- Critical randomly indexed branching processes
- Stock prices as branching processes
- Stock prices as branching processes in random environments: estimation
- Large deviations for sums indexed by the generations of a Galton-Watson process
- Moments, moderate and large deviations for a branching process in a random environment
- Barrier option pricing by branching processes
- Limit theorems for random-time indexed branching processes
Cited In (14)
- Deviations for jumping times of a branching process indexed by a Poisson process
- Poisson point process limits in size-biased Galton-Watson trees
- Normal approximation for a randomly indexed branching process
- Deviations for martingale convergence of a branching process with random index
- Large and moderate deviations for a renewal randomly indexed branching process
- Limit Theorems for Supercritical Branching Random Fields
- Controlled branching processes with continuous time
- Large deviations for a Poisson random indexed branching process
- Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process
- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- 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
- Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process
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