English

Uniform Cram\'er moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment

Probability 2020-02-04 v1

Abstract

Let {Zn,n0}\{Z_n, n\geq 0\} be a supercritical branching process in an independent and identically distributed random environment. We prove Cram\'{e}r moderate deviations and Berry-Esseen bounds for ln(Zn+n0/Zn0)\ln (Z_{n+n_0}/Z_{n_0}) % under the annealed law, uniformly in n0Nn_0 \in \mathbb{N}, which extend the corresponding results by Grama et al. (Stochastic Process.\ Appl. 2017) established for n0=0n_0=0. The extension is interesting in theory, and is motivated by applications. A new method is developed for the proofs; some conditions of Grama et al. (2017) are relaxed in our present setting. An example of application is given in constructing confidence intervals to estimate the criticality parameter in terms of ln(Zn+n0/Zn0)\ln(Z_{n+n_0}/Z_{n_0}) and nn.

Keywords

Cite

@article{arxiv.2002.00310,
  title  = {Uniform Cram\'er moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment},
  author = {Xiequan Fan and Haijuan Hu and Quansheng Liu},
  journal= {arXiv preprint arXiv:2002.00310},
  year   = {2020}
}