Deviations for random sums indexed by the generations of a branching process
Applying the results about harmonic moments of classical Galton-Watson process, we obtain the deviations for random sums indexed by the generations of a branching process. Our results show that the decay rates of large deviations and moderate deviations depend heavily on the degree of the heavy tail...
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Veröffentlicht in: | Filomat 2021, Vol.35 (10), p.3303-3317 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | Applying the results about harmonic moments of classical Galton-Watson
process, we obtain the deviations for random sums indexed by the generations
of a branching process. Our results show that the decay rates of large
deviations and moderate deviations depend heavily on the degree of the heavy
tail and the asymptotic distributions depend heavily on the normalizing
constants. If the underlying Galton-Watson process belongs to the Schr?der
case, both large deviation and moderate deviation probabilities show three
decay rates, where the critical case depends heavily on the Schr?der index.
Else if the Galton-Watson process belongs to the B?ttcher case, there are
only two decay rate for both large deviation and moderate deviation
probabilities. Simulations are also given to illustrate our results. |
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ISSN: | 0354-5180 2406-0933 |
DOI: | 10.2298/FIL2110303Z |