Large deviations for a Poisson random indexed branching process

DOI10.1016/J.SPL.2015.06.013zbMATH Open1328.60075OpenAlexW652290966MaRDI QIDQ894589FDOQ894589

Weigang Wang, Zhenlong Gao

Publication date: 1 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.06.013

zbMATH Keywords

large deviationsPoisson processharmonic momentsrandom indexed branching process

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• BARRIER OPTION PRICING BY BRANCHING PROCESSES
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Cited In (11)

• Deviations for jumping times of a branching process indexed by a Poisson process
• Deviations for martingale convergence of a branching process with random index
• Large and moderate deviations for a renewal randomly indexed branching process
• Title not available (Why is that?)
• Controlled branching processes with continuous time
• Large and moderate deviations for a class of renewal random indexed branching process
• Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process
• 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
• Large Deviations of Poisson Cluster Processes
• Poissonian statistics in the extremal process of branching Brownian motion

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