Large deviations for sums defined on a Galton-Watson processes
| dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
| dc.bibliographicCitation.volume | 1135 | |
| dc.contributor.author | Fleischmann, Klaus | |
| dc.contributor.author | Wachtel, Vitali | |
| dc.date.accessioned | 2016-03-24T17:37:21Z | |
| dc.date.available | 2019-06-28T08:16:05Z | |
| dc.date.issued | 2006 | |
| dc.description.abstract | In this paper we study the large deviation behavior of sums of i.i.d. random variables Xi defined on a supercritical Galton-Watson process Z. We assume the finiteness of the moments EX2 1 and EZ1 log Z1 . The underlying interplay of the partial sums of the Xi and the lower deviation probabilities of Z is clarified. Here we heavily use lower deviation probability results on Z we recently published in [FW06]. | eng |
| dc.description.version | publishedVersion | eng |
| dc.format | application/pdf | |
| dc.identifier.issn | 0946-8633 | |
| dc.identifier.uri | https://doi.org/10.34657/2591 | |
| dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/3057 | |
| dc.language.iso | eng | eng |
| dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
| dc.relation.issn | 0946-8633 | eng |
| dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
| dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
| dc.subject.ddc | 510 | eng |
| dc.subject.other | Large deviation probabilities | eng |
| dc.subject.other | supercritical Galton-Watson processes | eng |
| dc.subject.other | lower deviation probabilities | eng |
| dc.subject.other | Schröder case | eng |
| dc.subject.other | Böttcher case | eng |
| dc.subject.other | Lotka-Nagaev estimator | eng |
| dc.title | Large deviations for sums defined on a Galton-Watson processes | eng |
| dc.type | Report | eng |
| dc.type | Text | eng |
| tib.accessRights | openAccess | eng |
| wgl.contributor | WIAS | eng |
| wgl.subject | Mathematik | eng |
| wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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