Upper large deviations for branching processes in random environment with heavy tails

  • ranching Processes in Random Environment (BPREs) $(Z_n:n\geq0)$ are the generalization of Galton-Watson processes where \lq in each generation' the reproduction law is picked randomly in an i.i.d. manner. The associated random walk of the environment has increments distributed like the logarithmic mean of the offspring distributions. This random walk plays a key role in the asymptotic behavior. In this paper, we study the upper large deviations of the BPRE $Z$ when the reproduction law may have heavy tails. More precisely, we obtain an expression for the limit of $-\log \mathbb{P}(Z_n\geq \exp(\theta n))/n$ when $n\rightarrow \infty$. It depends on the rate function of the associated random walk of the environment, the logarithmic cost of survival $\gamma:=-\lim_{n\rightarrow\infty} \log \mathbb{P}(Z_n>0)/n$ and the polynomial rate of decay $\beta$ of the tail distribution of $Z_1$. This rate function can be interpreted as the optimal way to reach a given "large" value. We then compute the rate function when the reproduction law does not have heavy tails. Our results generalize the results of B\"oinghoff $\&$ Kersting (2009) and Bansaye $\&$ Berestycki (2008) for upper large deviations. Finally, we derive the upper large deviations for the Galton-Watson processes with heavy tails.

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Metadaten
Author:Vincent Bansaye, Christian Böinghoff
URN:urn:nbn:de:hebis:30:3-328944
DOI:https://doi.org/10.1214/EJP.v16-933
ISSN:1083-6489
ArXiv Id:http://arxiv.org/abs/1004.1263
Parent Title (English):Electronic journal of probability
Publisher:EMIS ELibEMS
Place of publication:[Madralin]
Document Type:Article
Language:English
Year of Completion:2014
Date of first Publication:2011/10/19
Publishing Institution:Universitätsbibliothek Johann Christian Senckenberg
Release Date:2014/01/29
Tag:branching processes; heavy tails; large deviations; random environment; random walks
Volume:16
Page Number:34
First Page:1900
Last Page:1933
Note:
This work is licensed under a Creative Commons Attribution 3.0 License http://creativecommons.org/licenses/by/3.0/ .
HeBIS-PPN:363707247
Institutes:Informatik und Mathematik / Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
MSC-Classification:60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J05 Discrete-time Markov processes on general state spaces
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Kxx Special processes / 60K37 Processes in random environments
92-XX BIOLOGY AND OTHER NATURAL SCIENCES / 92Dxx Genetics and population dynamics / 92D25 Population dynamics (general)
Sammlungen:Universitätspublikationen
Licence (German):License LogoCreative Commons - Namensnennung 3.0