2006, Fleischmann, Klaus, Wachtel, Vitali

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].

2006, Fleischmann, Klaus, Valutin, Vladimir A., Wachtel, Vitali

Consider a critical Galton-Watson process Z=Z_n: n=0,1,... of index 1+alpha, alpha in (0,1]. Let S_k(j) denote the sum of the Z_n with n in the window [k,...,k+j), and M_m(j) the maximum of the S_k with k moving in [0,m-j]. We describe the asymptotic behavior of the expectation EM_m(j) if the window width j=j_m satisfies that j/m converges in [0,1] as m tends to infinity. This will be achieved via establishing the asymptotic behavior of the tail probabilities of M_infinity(j).