超临界分枝过程的大偏差速率
Large Deviation Rates for Supercritical Branching Process
摘要: 假设{Y(t);t ≥0}是带移民的连续时间分枝过程,其中分枝概率是{bk;k≥0},移民概率是{aj;j≥0}。令b0=0,0 < bk≠1(k≥1),1 < m=Σk=0kbk < ∞,0 < a=Σj=0jbj < ∞和 。首先,我们证明 是一个上鞅并且收敛到随机变量K。然后,我们在α > 0和ε > 0时,当{bk;k≥0}和{ak;k≥0}满足多种矩条件,研究P(|K(t)-K| > ε)在t趋于无穷时的衰减速率。
Abstract: Suppose {Y(t);t ≥0} is the continuous time supercritical branching process with offspring rates {bk;k≥0} and immigration rates {aj;j≥0}. Let b0=0, 0 < bk≠1(k≥1),1 < m=Σk=0 kbk < ∞, 0 < a=Σj=0 jbj < ∞ and . Firstly, we suppose that is a sub-martingale and converges to a random variable K. Then we study the decay rates of P(|K(t)-K| > ε) as  t→∞ for α > 0, ε > 0 under various moment conditions on {ak;k≥0} and {bk;k≥0}.
文章引用:王小娟, 王娟. 超临界分枝过程的大偏差速率[J]. 理论数学, 2021, 11(4): 626-639. https://doi.org/10.12677/PM.2021.114076

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