We gratefully acknowledge support from
the Simons Foundation and member institutions.
Full-text links:

Download:

Current browse context:

math.PR

Change to browse by:

References & Citations

Bookmark

(what is this?)
CiteULike logo BibSonomy logo Mendeley logo del.icio.us logo Digg logo Reddit logo

Mathematics > Probability

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

Abstract: In this article we focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the subcritical branching process with immigration $\{X_{n}\}_{n\in\mathbb{N_{+}}}$, under the condition that one of the offspring $\xi$ or immigration $\eta$ is regularly varying. The tail distribution of $S_n$ is heavily dependent on that of $\xi$ and $\eta$, and a precise large deviation probability for $S_{n}$ is specified. (i)When the tail of offspring $\xi$ is lighter than immigration $\eta$, uniformly for $x\geq x_{n}$, $P(S_{n}-ES_{n}>x)\sim c_{1}nP(\eta>x)$ with some constant $c_{1}$ and sequence $\{x_{n}\}$, where $c_{1}$ is only related to the mean of offspring; (ii) When the tail of immigration $\eta$ is not heavier than offspring $\xi$, uniformly for $x\geq x_{n}$,$P(S_{n} ES_{n}>x)\sim c_{2}nP(\xi>x)$ with some constant $c_{2}$ and sequence $\{x_{n}\}$, where $c_{2}$ is related to both the mean of offspring and the mean of immigration.
Subjects: Probability (math.PR)
Cite as: arXiv:2405.04073 [math.PR]
  (or arXiv:2405.04073v1 [math.PR] for this version)

Submission history

From: Jiayan Guo [view email]
[v1] Tue, 7 May 2024 07:19:49 GMT (13kb)

Link back to: arXiv, form interface, contact.