Moments, moderate and large deviations for a branching process in a random environment
Probability
2013-02-19 v2
Abstract
Let be a supercritical branching process in a random environment , and be the limit of the normalized population size . We show large and moderate deviation principles for the sequence (with appropriate normalization). For the proof, we calculate the critical value for the existence of harmonic moments of , and show an equivalence for all the moments of . Central limit theorems on and are also established.
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}
}