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

Authors :
Huang, Chunmao
Liu, Quansheng
Source :
Stochastic Processes and their Applications 122 (2012) 522-545
Publication Year :
2010

Abstract

Let $(Z_{n})$ be a supercritical branching process in a random environment $\xi $, and $W$ be the limit of the normalized population size $Z_{n}/\mathbb{E}[Z_{n}|\xi ]$. 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.

Details

Database :
arXiv
Journal :
Stochastic Processes and their Applications 122 (2012) 522-545
Publication Type :
Report
Accession number :
edsarx.1007.1738
Document Type :
Working Paper