Lower deviation probabilities for supercritical Galton-Watson processes

Klaus Fleischmann; Vitali Wachtel

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Lower deviation probabilities for supercritical Galton-Watson processes

Klaus Fleischmann·Vitali Wachtel

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Abstract

There is a well-known sequence of constants c_n describing the growth of supercritical Galton-Watson processes Z_n. With 'lower deviation probabilities' we refer to P(Z_n=k_n) with k_n=o(c_n) as n increases. We give a detailed picture of the asymptotic behavior of such lower deviation probabilities. This complements and corrects results known from the literature concerning special cases. Knowledge on lower deviation probabilities is needed to describe large deviations of the ratio Z_{n+1}/Z_n. The latter are important in statistical inference to estimate the offspring mean. For our proofs, we adapt the well-known Cramer method for proving large deviations of sums of independent variables to our needs.

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BibTeX RIS

Klaus Fleischmann, Vitali Wachtel. 2005-05-31. Lower deviation probabilities for supercritical Galton-Watson processes. https://arxiv.org/abs/math/0505683

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