Abstract:
Let μ(t) (t=0,1,…) be a Galton–Watson process with μ(0)=1,
F(s)=Msμ(1),F′(1)=1,0<F″(1)<∞,Q(t)=P{μ(t)>0}.
We prove that if F(s) is an analytic function in the domain |s|<1+ε(ε>0) and if
for some integer N⩾
0<\frac{x}{t}\ln t\ln_{(N)}t\to\infty\qquad(t\to\infty,\,\ln_1 t=\ln t,\,\ln_{(k+1)}t=\ln_{(k)}\ln t)
then
e^x\mathbf P\{\mu(t)Q(t)>x\mid\mu(t)>0\}\to 1\qquad(t\to\infty).
The local limit theorem on the large deviations is proved too.
Citation:
G. D. Makarov, “Large deviations for a critical Galton–Watson process”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 490–501; Theory Probab. Appl., 25:3 (1981), 481–492
\Bibitem{Mak80}
\by G.~D.~Makarov
\paper Large deviations for a critical Galton--Watson process
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 3
\pages 490--501
\mathnet{http://mi.mathnet.ru/tvp1089}
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\zmath{https://zbmath.org/?q=an:0462.60081|0436.60058}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 3
\pages 481--492
\crossref{https://doi.org/10.1137/1125060}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MB70100004}
Linking options:
https://www.mathnet.ru/eng/tvp1089
https://www.mathnet.ru/eng/tvp/v25/i3/p490
This publication is cited in the following 8 articles:
Dou-dou Li, Wan-lin Shi, Mei Zhang, “Large Deviations for a Critical Galton-Watson Branching Process”, Acta Math. Appl. Sin. Engl. Ser., 2024
S. V. Nagaev, “Probability inequalities for Galton–Watson processes”, Theory Probab. Appl., 59:4 (2015), 611–640
Introduction to Stochastic Models, 2010, 343
V. I. Vakhtel', “Limit Theorems for Probabilities of Large Deviations of a Critical Galton–Watson Process Having Power Tails”, Theory Probab. Appl., 52:4 (2008), 674–688
S. V. Nagaev, V. I. Vakhtel', “Probability inequalities for the Galton–Watson critical process”, Theory Probab. Appl., 50:2 (2006), 225–247
S. V. Nagaev, V. I. Vakhtel', “Limit theorems for probabilities of large deviations of a Galton-Watson process”, Discrete Math. Appl., 13:1 (2003), 1–26
R. C. Griffiths, Anthony G. Pakes, “An infinite-alleles version of the simple branching process”, Advances in Applied Probability, 20:3 (1988), 489
G. D. Makarov, “Large deviations in the branching processes close to the critical ones”, Theory Probab. Appl., 27:1 (1982), 149–154