Frontiers of Mathematics in China >
Harmonic moments and large deviations for supercritical branching processes with immigration
Received date: 01 Jul 2016
Accepted date: 06 Apr 2017
Published date: 30 Sep 2017
Copyright
We study the convergence rates of the harmonic moments for supercritical branching processes with immigration Zn, extending the previous results for non-immigration cases in literature. As a by-product, the large deviations for Zn+1/Zn are also studied. We can see that there is a phase transition in converging rates depending on the generating functions of both branching and immigration.
Key words: Supercritical; branching processes; harmonic moments; large deviations; immigration
Qi SUN , Mei ZHANG . Harmonic moments and large deviations for supercritical branching processes with immigration[J]. Frontiers of Mathematics in China, 2017 , 12(5) : 1201 -1220 . DOI: 10.1007/s11464-017-0642-3
1 |
AthreyaK B. Large deviation rates for branching processes—I. Single type case. Ann Appl Probab, 1994, 4(3): 779–790
|
2 |
AthreyaK B, NeyP E. Branching Processes. Berlin-New York: Springer-Verlag, 1972
|
3 |
HarrisT E. Branching Processes. Ann Math Stat, 1948, 19(4): 474–494
|
4 |
HeydeC, BrownB. An invariance principle and some convergence rate results for branching processes. Z Wahrsch Verw Gebiete, 1971, 20(4): 271–278
|
5 |
LinZ, BaiZ. Probability Inequalities. Beijing: Science Press, 2010 (in Chinese)
|
6 |
LiuJ, ZhangM. Large deviation for supercritical branching processes with immigration. Acta Math Sin (Engl Ser), 2016, 32(8): 893–900
|
7 |
NagaevA V. On estimating the expected number of direct descendants of a particle in a branching process. Theory Probab Appl, 1967, 12(2): 314–320
|
8 |
NeyP E, VidyashankarA N. Harmonic moments and large deviation rates for supercritical branching processes. Ann Appl Probab, 2003, 13(2): 475–489
|
9 |
PakesA G. Non-parametric estimation in the Galton-Watson process. Math Biosci, 1975, 26: 1–18
|
10 |
RoydenH L.Real Analysis. 2nd ed. New York: The Macmillan, 1968
|
11 |
SenetaE. On the supercritical Galton-Watson process with immigration. Math Biosci, 1970, 7: 9–14
|
/
〈 | 〉 |