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arXiv 1502.01433math.PR
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Galton-Watson过程和的大偏差率

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

Hui He

摘要:

给定超临界Galton-Watson过程$\{Z_n\}$和正序$\{ε_n\}$,研究了$P(S_{Z_n}/Z_n\geqε_n)$和$P(S_{Z_n}/m^n\geqε_n) $对i.i.d.和$S_{n}$的极限行为.随机变量$X_i$和$m=E[Z_1]$。我们假设我们是在Schröder情况下与$EZ_1\log Z_1<\infty$和$X_1$是在一个$α$ -稳定的法律与$0<α<2$吸引域。作为副产品,当$Z_1$是次指数分布时,我们进一步得到了$ \frac{Z_{n+1}}{Z_n}$到$m$的收敛速度为$n\rightarrow\infty$。

英文摘要:

Given a super-critical Galton-Watson process $\{Z_n\}$ and a positive sequence $\{ε_n\}$, we study the limiting behaviors of $P(S_{Z_n}/Z_n\geqε_n)$ and $P(S_{Z_n}/m^n\geqε_n) $ with sums $S_{n}$ of i.i.d. random variables $X_i$ and $m=E[Z_1]$. We assume that we are in Schröder case with $EZ_1\log Z_1<\infty$ and $X_1$ is in the domain of attraction of an $α$-stable law with $0<α<2$. As by-products, when $Z_1$ is sub-exponentially distributed, we further obtain the convergence rates of $ \frac{Z_{n+1}}{Z_n}$ to $m$ as $n\rightarrow\infty$.

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