Conditional functional limit theorem for a random recurrence sequence conditioned on a large deviation event

DOI10.1137/S0040585X97T991775MaRDI QIDQ6496904

Alexander V. Shklyaev

Publication date: 6 May 2024

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

branching processeslarge deviationsrandom environmentfunctional limit theorembisexual branching processes

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment
• Implicit renewal theory and tails of solutions of random equations
• A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
• Random difference equations and renewal theory for products of random matrices
• Precise large deviations for random walk in random environment
• Large deviations of branching process in a random environment
• Large deviations of branching process in a random environment. II
• Integro-local limit theorems for supercritical branching process in a random environment
• Stochastic Models with Power-Law Tails
• Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• CONVERGENCE OF MEASURES AND RANDOM PROCESSES

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