English

On large deviation rates for sums associated with Galton-Watson processes

Probability 2015-08-31 v2

Abstract

Given a super-critical Galton-Watson process {Zn}\{Z_n\} and a positive sequence {ϵn}\{\epsilon_n\}, we study the limiting behaviors of P(SZn/Znϵn)P(S_{Z_n}/Z_n\geq\epsilon_n) and P(SZn/mnϵn)P(S_{Z_n}/m^n\geq\epsilon_n) with sums SnS_{n} of i.i.d. random variables XiX_i and m=E[Z1]m=E[Z_1]. We assume that we are in Schr\"oder case with EZ1logZ1<EZ_1\log Z_1<\infty and X1X_1 is in the domain of attraction of an α\alpha-stable law with 0<α<20<\alpha<2. As by-products, when Z1Z_1 is sub-exponentially distributed, we further obtain the convergence rates of Zn+1Zn \frac{Z_{n+1}}{Z_n} to mm as nn\rightarrow\infty.

Keywords

Cite

@article{arxiv.1502.01433,
  title  = {On large deviation rates for sums associated with Galton-Watson processes},
  author = {Hui He},
  journal= {arXiv preprint arXiv:1502.01433},
  year   = {2015}
}

Comments

20 pages; Assumptions are weakened. Some proofs are simplified or omitted. Results related to martingale limits are removed

R2 v1 2026-06-22T08:22:39.556Z