Large deviations for sums defined on a Galton-Watson process

dc.creatorFleischmann, Klaus
dc.creatorWachtel, Vitali
dc.date2006-05-23
dc.date.accessioned2026-07-07T08:07:51Z
dc.date.available2026-07-07T08:07:51Z
dc.descriptionIn 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.identifierhttps://arxiv.org/abs/math/0605617
dc.identifierhttp://arxiv.org/abs/math/0605617
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131072
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60J80; 60F10
dc.titleLarge deviations for sums defined on a Galton-Watson process
dc.typetext

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