On large deviation rates for sums associated with Galton-Watson processes

preprint2015arXivOpen access

Abstract

Given a super-critical Galton-Watson process {Zn}\{Z_n\} and a positive sequence {εn}\{ε_n\}, we study the limiting behaviors of P(SZn/Zn≥εn)P(S_{Z_n}/Z_n\geqε_n) and P(SZn/mn≥εn)P(S_{Z_n}/m^n\geqε_n) with sums SnS_{n} of i.i.d. random variables XiX_i and m=E[Z1]m=E[Z_1]. We assume that we are in Schröder case with EZ1log⁡Z1<∞EZ_1\log Z_1<\infty and X1X_1 is in the domain of attraction of an αα-stable law with 0<α<20<α<2. As by-products, when Z1Z_1 is sub-exponentially distributed, we further obtain the convergence rates of Zn+1Zn \frac{Z_{n+1}}{Z_n} to mm as n→∞n\rightarrow\infty.

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