Deviations for martingale convergence of a branching process with random index
From MaRDI portal
Publication:2006683
DOI10.1007/s40840-019-00882-xzbMath1460.60095OpenAlexW2998311176WikidataQ126420510 ScholiaQ126420510MaRDI QIDQ2006683
Publication date: 12 October 2020
Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40840-019-00882-x
Cites Work
- Unnamed Item
- Large and moderate deviations for a renewal randomly indexed branching process
- Large and moderate deviations for a class of renewal random indexed branching process
- Large deviations for a Poisson random indexed branching process
- Large deviation rates for branching processes. I: Single type case
- Harmonic moments and large deviation rates for supercritical branching processes
- Limit theorems for a supercritical Poisson random indexed branching process
- Stock prices as branching processes
- Stock prices as branching processes in random environments: estimation
- Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method
- Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process
- An invariance principle and some convergence rate results for branching processes
- Probability Inequalities
This page was built for publication: Deviations for martingale convergence of a branching process with random index