Large deviations for sums defined on a Galton-Watson process
| dc.creator | Fleischmann, Klaus | |
| dc.creator | Wachtel, Vitali | |
| dc.date | 2006-05-23 | |
| dc.date.accessioned | 2026-07-07T08:07:51Z | |
| dc.date.available | 2026-07-07T08:07:51Z | |
| dc.description | 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]. | |
| dc.identifier | https://arxiv.org/abs/math/0605617 | |
| dc.identifier | http://arxiv.org/abs/math/0605617 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/131072 | |
| dc.subject | Probability | |
| dc.subject | Statistics Theory | |
| dc.subject | 60J80; 60F10 | |
| dc.title | Large deviations for sums defined on a Galton-Watson process | |
| dc.type | text |