Large and moderate deviations for a class of renewal random indexed branching process

DOI10.1016/J.SPL.2015.04.002zbMath1327.60071OpenAlexW2033114260MaRDI QIDQ893948

Yanhua Zhang, Zhenlong Gao

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.04.002

zbMATH Keywords

branching processlarge deviation principlerenewal processmoderate deviation principle

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Limit theorems in probability theory (60F99) Renewal theory (60K05)

Related Items (8)

Large and moderate deviations for a renewal randomly indexed branching process ⋮ Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration ⋮ Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process ⋮ Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method ⋮ Large deviations for a Poisson random indexed branching process ⋮ Controlled branching processes with continuous time ⋮ Deviations for martingale convergence of a branching process with random index ⋮ Notes on large deviations for branching processes indexed by a Poisson process

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• BARRIER OPTION PRICING BY BRANCHING PROCESSES
• Stock prices as branching processes in random environments: estimation

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