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The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this…

Probability · Mathematics 2017-04-10 Claudio Macci , Barbara Pacchiarotti

In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied…

Statistics Theory · Mathematics 2013-05-10 Fuqing Gao

Multi-type inhomogeneous Galton--Watson process with immigration is investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditions we obtain limit distribution for the process, where the…

Probability · Mathematics 2013-07-31 László Györfi , Márton Ispány , Péter Kevei , Gyula Pap

Let $A$ be a primitive matrix and let $\lambda$ be its Perron-Frobenius eigenvalue. We give formulas expressing the associated normalized Perron-Frobenius eigenvector as a simple functional of a multitype Galton-Watson process whose mean…

Probability · Mathematics 2018-03-26 Raphaël Cerf , Joseba Dalmau

A Galton-Watson process in a varying environment is a discrete time branching process where the offspring distributions vary among generations. It is known that in the critical case, these processes have a Yaglom limit, that is, a suitable…

Probability · Mathematics 2024-10-03 Natalia Cardona-Tobón , Arturo Jaramillo , Sandra Palau

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…

Probability · Mathematics 2013-02-19 Chunmao Huang , Quansheng Liu

In this paper the asymptotic behaviour of a critical 2-type Galton-Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when the process is decomposable. It is proved that, under second…

Probability · Mathematics 2023-11-21 Matyas Barczy , Dániel Bezdány , Gyula Pap

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

Probability · Mathematics 2023-04-13 Matthias Schulte , Christoph Thaele

We derive some additional results on the Bienyam\'e-Galton-Watson branching process with $\theta -$linear fractional branching mechanism, as studied in \cite{Sag}. This includes: the explicit expression of the limit laws in both the…

Populations and Evolution · Quantitative Biology 2016-07-08 Nicolas Grosjean , Thierry Huillet

In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded…

Probability · Mathematics 2022-09-26 Zhuo-Song Zhang

We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes $\{X _x(t), t\in T _x\}$, and first present recent sharp bounds in simple cases. In the almost periodic case, we prove an approximation…

Probability · Mathematics 2026-01-22 Michel Weber

Let $Z:=\{Z_t,t\geq0\}$ be a stationary Gaussian process. We study two estimators of $\mathbb{E}[Z_0^2]$, namely $\widehat{f}_T(Z):= \frac{1}{T} \int_{0}^{T} Z_{t}^{2}dt$, and $\widetilde{f}_n(Z) :=\frac{1}{n} \sum_{i =1}^{n}…

Statistics Theory · Mathematics 2021-02-10 Soukaina Douissi , Khalifa Es-Sebaiy , George Kerchev , Ivan Nourdin

We establish a moderate deviations principle (MDP) for the log-determinant $\log | \det (M_n) |$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble. Further we establish Cram\'er--type moderate deviations and…

Probability · Mathematics 2013-01-16 Hanna Döring , Peter Eichelsbacher

We investigate the quasi-limiting behaviour of bisexual subcritical Galton-Watson branching processes. While classical subcritical Galton-Watson processes have been extensively analyzed, bisexual Galton-Watson branching processes present…

Probability · Mathematics 2024-09-06 Coralie Fritsch , Denis Villemonais , Nicolás Zalduendo

A Cram\'er-type moderate deviation theorem quantifies the relative error of the tail probability approximation. It provides theoretical justification when the limiting tail probability can be used to estimate the tail probability under…

Probability · Mathematics 2021-04-28 Qi-Man Shao , Mengchen Zhang , Zhuo-Song Zhang

Let $(X _i)_{i\geq1}$ be a stationary sequence. Denote $m=\lfloor n^\alpha \rfloor, 0< \alpha < 1,$ and $ k=\lfloor n/m \rfloor,$ where $\lfloor a \rfloor$ stands for the integer part of $a.$ Set $S_{j}^\circ = \sum_{i=1}^m X_{m(j-1)+i},…

Probability · Mathematics 2020-05-11 Xiequan Fan , Ion Grama , Quansheng Liu , Qi-Man Shao

The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal assumptions on the underlying distribution. We build on a…

Statistics Theory · Mathematics 2023-05-31 Stanislav Minsker

This paper provides a detailed analysis of the lower deviation probability properties for a $d$-type ($d>1$) Galton--Watson (GW) process $\{\textbf{Z}_n=(Z_n^{(i)})_{1\le i\le d};n\ge0\}$ in both Schr\"{o}der and B\"{o}ttcher cases. We…

Probability · Mathematics 2025-07-01 Tan Jiangrui

We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton-Watson process, as the sample size increases to infinity. The asymptotics of additive functions of trees, such as…

Probability · Mathematics 2007-05-23 Zhiyi Chi

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault