Limit theorems for a supercritical Poisson random indexed branching process

DOI10.1017/JPR.2015.27MaRDI QIDQ2804434zbMATHOpenAlexFDO

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

zbMATH Keywords

central limit theoremPoisson processlarge deviation principlelaw of large numbersmoderate deviation principlestock pricesrandom indexed branching process

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Barrier option pricing by branching processes
• Critical randomly indexed branching processes
• Large deviation rates for branching processes. I: Single type case
• Large deviations for sums indexed by the generations of a Galton-Watson process
• Limit theorems for random-time indexed branching 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 martingale convergence of a branching process with random index
• Large deviations for a Poisson random indexed branching process
• Controlled branching processes with continuous time
• Notes on large deviations for branching processes indexed by a Poisson process
• Limit Theorems for Supercritical Branching Random Fields
• Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method
• Poisson point process limits in size-biased Galton-Watson trees
• 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
• 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
• Normal approximation for a randomly indexed branching process
• Deviations for jumping times of a branching process indexed by a Poisson process
• Large and moderate deviations for a renewal randomly indexed branching process

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