Large deviations of branching process in a random environment
Autor: | Aleksandr V. Shklyaev |
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Rok vydání: | 2021 |
Předmět: | |
Zdroj: | Discrete Mathematics and Applications. 31:281-291 |
ISSN: | 1569-3929 0924-9265 |
Popis: | In this first part of the paper we find the asymptotic formulas for the probabilities of large deviations of the sequence defined by the random difference equation Y n+1=A n Y n + B n , where A 1, A 2, … are independent identically distributed random variables and B n may depend on { ( A k , B k ) , 0 ⩽ k < n } $ \{(A_k,B_k),0\leqslant k \lt n\} $ for any n≥1. In the second part of the paper this results are applied to the large deviations of branching processes in a random environment. |
Databáze: | OpenAIRE |
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