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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2013 Volume 282, Pages 22–41 (Mi tm3484)

This article is cited in 25 papers

Lower large deviations for supercritical branching processes in random environment

Vincent Bansayea, Christian Böinghoffb

a École Polytechnique, Palaiseau Cedex, France
b Fachbereich Mathematik, Goethe-Universität, Frankfurt am Main, Germany

Abstract: Branching processes in random environment $(Z_n\colon n\geq0)$ are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical regime, the process survives with a positive probability and grows exponentially on the non-extinction event. We focus on rare events when the process takes positive values but lower than expected. More precisely, we are interested in the lower large deviations of $Z$, which means the asymptotic behavior of the probability $\{1\leq Z_n\leq\exp(n\theta)\}$ as $n\to\infty$. We provide an expression for the rate of decrease of this probability under some moment assumptions, which yields the rate function. With this result we generalize the lower large deviation theorem of Bansaye and Berestycki (2009) by considering processes where $\mathbb P(Z_1=0\mid Z_0=1)>0$ and also much weaker moment assumptions.

UDC: 519.218.27+519.214.8

Received in September 2012

Language: English

DOI: 10.1134/S0371968513030035


 English version:
Proceedings of the Steklov Institute of Mathematics, 2013, 282, 15–34

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