Moments, moderate and large deviations for a branching process in a random environment

DOI10.1016/J.SPA.2011.09.001MaRDI QIDQ665437zbMATH OpenOpenAlexFDO

Authors Chunmao Huang, Quansheng Liu

Publication date 5 March 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.1738

zbMATH Keywords

momentscentral limit theoremlarge deviationmoderate deviationrandom environmentbranching processharmonic moments

Mathematics Subject Classification ID

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

Abstract: Let $(Z_n)$ be a supercritical branching process in a random environment $xi$, and $W$ be the limit of the normalized population size $Z_n/mathbbE[Z_n|xi]$. We show large and moderate deviation principles for the sequence $log{Z}_n$ (with appropriate normalization). For the proof, we calculate the critical value for the existence of harmonic moments of $W$, and show an equivalence for all the moments of $Z_n$. Central limit theorems on $W-W_n$ and $log{Z}_n$ are also established.

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