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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1980 Volume 25, Issue 3, Pages 490–501 (Mi tvp1089)

This article is cited in 8 papers

Large deviations for a critical Galton–Watson process

G. D. Makarov

Moscow

Abstract: Let $\mu(t)$ ($t=0,1,\dots$) be a Galton–Watson process with $\mu(0)=1$,
$$ F(s)=\mathbf Ms^{\mu(1)},\quad F'(1)=1,\quad 0<F''(1)<\infty,\quad Q(t)=\mathbf P\{\mu(t)>0\}. $$
We prove that if $F(s)$ is an analytic function in the domain $|s|<1+\varepsilon(\varepsilon>0)$ and if for some integer $N\geqslant 2$
$$ 0<\frac{x}{t}\ln t\ln_{(N)}t\to\infty\qquad(t\to\infty,\,\ln_1 t=\ln t,\,\ln_{(k+1)}t=\ln_{(k)}\ln t) $$
then
$$ e^x\mathbf P\{\mu(t)Q(t)>x\mid\mu(t)>0\}\to 1\qquad(t\to\infty). $$
The local limit theorem on the large deviations is proved too.

Received: 26.05.1979


 English version:
Theory of Probability and its Applications, 1981, 25:3, 481–492

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