Large deviations for a Poisson random indexed branching process
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Publication:894589
DOI10.1016/j.spl.2015.06.013zbMath1328.60075OpenAlexW652290966MaRDI QIDQ894589
Publication date: 1 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.06.013
Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (7)
Large and moderate deviations for a renewal randomly indexed branching process ⋮ 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 ⋮ Controlled branching processes with continuous time ⋮ Deviations for martingale convergence of a branching process with random index ⋮ Deviations for jumping times of a branching process indexed by a Poisson process ⋮ Notes on large deviations for branching processes indexed by a Poisson process
Cites Work
- Moments, moderate and large deviations for a branching process in a random environment
- Lower deviation probabilities for supercritical Galton-Watson processes
- Large and moderate deviations for a class of renewal random indexed branching process
- Large deviation rates for branching processes. I: Single type case
- Harmonic moments and large deviation rates for supercritical branching processes
- Local limit theory and large deviations for supercritical branching processes.
- Critical randomly indexed branching processes
- Stock prices as branching processes
- BARRIER OPTION PRICING BY BRANCHING PROCESSES
- Stock prices as branching processes in random environments: estimation
- Large deviations for Branching Processes in Random Environment
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