Large deviations for sums defined on a Galton-Watson process

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In this paper we study the large deviation behavior of sums of i.i.d. random variables X_i defined on a supercritical Galton-Watson process Z. We assume the finiteness of the moments EX_1^2 and EZ_1log Z_1. The underlying interplay of the partial sums of the X_i and the lower deviation probabilities of Z is clarified. Here we heavily use lower deviation probability results on Z we recently published in [FW06].

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Probability, Statistics Theory, 60J80; 60F10

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http://salesiana.dossiersoluciones.com/handle/123456789/131072

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0605617
 http://arxiv.org/abs/math/0605617

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arXiv