Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration

被引：4

作者：

Chen, Haotian ^{[1
]}

Zhang, Yong ^{[1
]}

机构：

[1] Jilin Univ, Sch Math, Changchun 130012, Jilin, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2021年 / 50卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Branching process with immigration; integer-valued autoregressive model; moderate deviations principle; BRANCHING-PROCESS;

D O I：

10.1080/03610926.2019.1635703

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：

In this paper, we consider the moderate deviation of the nearly unstable sub-critical Galton-Waston process with immigration for the centered total population arising. We discuss the main influence factors for the form of moderate deviation in different stochastic processes. Moreover, we compute the exact rate function in every different situation of MDP.

引用

页码：432 / 445

页数：14