Moments, moderate and large deviations for a branching process in a random environment

preprint2011arXivOpen access

Abstract

Let (Zn)(Z_{n}) be a supercritical branching process in a random environment ξξ, and WW be the limit of the normalized population size Zn/E[Zn∣ξ]Z_{n}/\mathbb{E}[Z_{n}|ξ]. We show large and moderate deviation principles for the sequence log⁡Zn\log Z_{n} (with appropriate normalization). For the proof, we calculate the critical value for the existence of harmonic moments of WW, and show an equivalence for all the moments of ZnZ_{n}. Central limit theorems on W−WnW-W_n and log⁡Zn\log Z_n are also established.

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