Large deviation rates for Markov branching processes

Li，Junping1; Cheng，Lan1; Pakes，Anthony G.2; Chen，Anyue3; Li，Liuyan1

2020

10.1142/S0219530519500209

Analysis and Applications   影响因子和分区

0219-5305

1793-6861

Large deviation rates are determined for quantities associated with a Markov branching process (Xt:t ≥ 0) having offspring mean m (1,∞) and split rate a > 0. The principal quantities examined are P(|Xt+τ/Xt -exp(a(m - 1)t)| > ) and P(|W - Wt| > ), where W is the almost sure limit of an appropriately normed version of Xt. Modifications and conditional versions are examined. Some of this requires determination of the asymptotic behavior of harmonic moments E(Xt-r).

harmonic moments large deviations law of large number convergence rates Markov branching process

SCI

英语

其他

National Natural Sciences Foundation of China[11771452][11571372] ; Natural Science Foundation of Hunan[2017J2328]

Mathematics

Mathematics, Applied ; Mathematics

WOS:000529067800004

WORLD SCIENTIFIC PUBL CO PTE LTD

2-s2.0-85078201161

Scopus

1.School of Mathematics and Statistics,Central South University,Changsha,410083,China
2.Department of Mathematics and Statistics,University of Western Australia,Crawley,35 Stirling Highway,Australia
3.Department of Mathematics,Southern University of Science and Technology,Shenzhen,518055,China

Li，Junping,Cheng，Lan,Pakes，Anthony G.,et al. Large deviation rates for Markov branching processes[J]. Analysis and Applications,2020,18(3):447-468.

Li，Junping,Cheng，Lan,Pakes，Anthony G.,Chen，Anyue,&Li，Liuyan.(2020).Large deviation rates for Markov branching processes.Analysis and Applications,18(3),447-468.

Li，Junping,et al."Large deviation rates for Markov branching processes".Analysis and Applications 18.3(2020):447-468.