Large deviations of branching process in a random environment

Autor: Aleksandr V. Shklyaev
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