English

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

Probability 2013-02-19 v2

Abstract

Let (Zn)(Z_{n}) be a supercritical branching process in a random environment ξ\xi , and WW be the limit of the normalized population size Zn/E[Znξ]Z_{n}/\mathbb{E}[Z_{n}|\xi ]. We show large and moderate deviation principles for the sequence logZn\log Z_{n} (with appropriate normalization). For the proof, we calculate the critical value for the existence of harmonic moments of WW, and show an equivalence for all the moments of ZnZ_{n}. Central limit theorems on WWnW-W_n and logZn\log Z_n are also established.

Keywords

Cite

@article{arxiv.1007.1738,
  title  = {Moments, moderate and large deviations for a branching process in a random environment},
  author = {Chunmao Huang and Quansheng Liu},
  journal= {arXiv preprint arXiv:1007.1738},
  year   = {2013}
}
R2 v1 2026-06-21T15:46:44.956Z