Conditional functional limit theorem for a random recurrence sequence conditioned on a large deviation event

DOI10.1137/S0040585X97T991775MaRDI QIDQ6496904FDOQ6496904

Authors: A. V. Shklyaev 

Publication date: 6 May 2024

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

Recommendations

• Large deviations of branching process in a random environment. II
• On large deviations of branching processes in a random environment with arbitrary initial number of particles: critical and supercritical cases
• Large deviations of a strongly subcritical branching process in a random environment
• On large deviations of a branching process in random environments with immigration at moments of extinction
• On large deviations of branching processes in a random environment: geometric distribution of descendants

zbMATH Keywords

large deviationsrandom environmentbranching processesfunctional limit theorembisexual branching processes

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Random difference equations and renewal theory for products of random matrices
• Implicit renewal theory and tails of solutions of random equations
• Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment
• Stochastic Models with Power-Law Tails
• A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
• CONVERGENCE OF MEASURES AND RANDOM PROCESSES
• Precise large deviations for random walk in random environment
• Large deviations of branching process in a random environment. II
• Large deviations of branching process in a random environment
• Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• Integro-local limit theorems for supercritical branching process in a random environment

This page was built for publication: Conditional functional limit theorem for a random recurrence sequence conditioned on a large deviation event

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6496904)