English

Precise Large Deviations For The Total Population Of Heavy-Tailed Subcritical Branching Process With Immigration

Probability 2024-05-08 v1

Abstract

In this article we focus on the partial sum Sn=X1++XnS_{n}=X_{1}+\cdots+X_{n} of the subcritical branching process with immigration {Xn}nN+\{X_{n}\}_{n\in\mathbb{N_{+}}}, under the condition that one of the offspring ξ\xi or immigration η\eta is regularly varying. The tail distribution of SnS_n is heavily dependent on that of ξ\xi and η\eta, and a precise large deviation probability for SnS_{n} is specified. (i)When the tail of offspring ξ\xi is lighter than immigration η\eta, uniformly for xxnx\geq x_{n}, P(SnESn>x)c1nP(η>x)P(S_{n}-ES_{n}>x)\sim c_{1}nP(\eta>x) with some constant c1c_{1} and sequence {xn}\{x_{n}\}, where c1c_{1} is only related to the mean of offspring; (ii) When the tail of immigration η\eta is not heavier than offspring ξ\xi, uniformly for xxnx\geq x_{n},P(SnESn>x)c2nP(ξ>x)P(S_{n} ES_{n}>x)\sim c_{2}nP(\xi>x) with some constant c2c_{2} and sequence {xn}\{x_{n}\}, where c2c_{2} is related to both the mean of offspring and the mean of immigration.

Keywords

Cite

@article{arxiv.2405.04073,
  title  = {Precise Large Deviations For The Total Population Of Heavy-Tailed Subcritical Branching Process With Immigration},
  author = {Jiayan Guo and Wenming Hong},
  journal= {arXiv preprint arXiv:2405.04073},
  year   = {2024}
}