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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2024 Volume 21, Issue 1, Pages 1–16 (Mi semr1664)

Probability theory and mathematical statistics

Local lower large deviations of strongly supercritical BPREG

K. Yu. Denisov

Steklov Mathematical Institute of RAS, Gubkin St., 8, 119991, Moscow, Russia

Abstract: We consider local probabilities of lower deviations for branching process $Z_{n} = X_{n, 1} + \dotsb + X_{n, Z_{n-1}}$ in random environment $\boldsymbol\eta$. We assume that $\boldsymbol\eta$ is a sequence of independent identically distributed variables and for fixed $\boldsymbol\eta$ the distribution of variables $X_{i,j}$ is geometric. We suppose that the associated random walk $S_n = \xi_1 + \dotsb + \xi_n$ has positive mean $\mu$ and satisfies left-hand Cramer's condition ${\mathbf E}\exp(h\xi_i) < \infty$ as $h^{-}<h<0$ for some $h^{-} < -1$. Under these assumptions, we find the asymptotic representation for local probabilities ${\mathbf P}\left( Z_n = \lfloor\exp\left(\theta n\right)\rfloor \right)$, where $\theta$ is near the boundary of the first and the second deviations zones.

Keywords: branching processes, random environment, random walk, Cramer's condition, large deviations, local theorems.

UDC: 519.218.27

MSC: 60J80

Received July 8, 2023, published January 29, 2024

DOI: doi.org/10.33048/semi.2024.21.001



© Steklov Math. Inst. of RAS, 2025