Title of article :
Moments, moderate and large deviations for a branching process in a random environment
Author/Authors :
Huang، نويسنده , , Chunmao and Liu، نويسنده , , Quansheng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Pages :
24
From page :
522
To page :
545
Abstract :
Let ( Z n ) be a supercritical branching process in a random environment ξ , and W be the limit of the normalized population size Z n / E [ Z n | ξ ] . 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.
Keywords :
Branching process , Random environment , Moments , Large deviation , Moderate deviation , Central Limit Theorem , Harmonic moments
Journal title :
Stochastic Processes and their Applications
Serial Year :
2012
Journal title :
Stochastic Processes and their Applications
Record number :
1578500
Link To Document :
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