ON LARGE-DEVIATION PROBABILITIES FOR THE EMPIRICAL DISTRIBUTION OF BRANCHING RANDOM WALKS WITH HEAVY TAILS

被引:2
|
作者
Zhang, Shuxiong [1 ]
机构
[1] Beijing Normal Univ, Beijing 100875, Peoples R China
关键词
Step size; offspring law; Schroder constant; Cramer's theorem; EXACT CONVERGENCE-RATES; RANDOM ENVIRONMENT; BROWNIAN-MOTION; LIMIT; MAXIMUM; MOMENTS; SUMS;
D O I
10.1017/jpr.2021.66
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Given a branching random walk (Z(n))(n >= 0) on R, let Z(n)(A) be the number of particles located in interval A at generation n. It is well known that under some mild conditions, Z(n)(root nA)/Z(n)(R) converges almost surely to nu(A) as n -> infinity, where. is the standard Gaussian measure. We investigate its large-deviation probabilities under the condition that the step size or offspring law has a heavy tail, i.e. a decay rate of P(Z(n)(root nA)/Z(n)(R)> p) as n -> infinity, where p epsilon (nu(A), 1). Our results complete those in Chen and He (2019) and Louidor and Perkins (2015).
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页码:471 / 494
页数:24
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