Large deviations analysis of extinction in branching models

被引：1
|
作者：
Klebaner, Fima C. [1 ]
Liptser, Robert [2 ]
机构：
[1] Monash Univ, Sch Math Sci, Clayton, Vic 3800, Australia
[2] Tel Aviv Univ, IL-69978 Tel Aviv, Israel
来源：
MATHEMATICAL POPULATION STUDIES | 2008年 / 15卷 / 01期
基金：
澳大利亚研究理事会;
关键词：
Cramer's theorem; extinction; Galton-Watson process; large deviations; Legendre transform;
D O I：
10.1080/08898480701792477
中图分类号：
C921 [人口统计学];
学科分类号：
摘要：
Cramer's classical theorem is applied to obtain large deviations in branching processes. This is a new avenue for analysis of models in discrete and continuous time. For the Galton-Watson process a new formula for the rate function in terms of the Legendre transform of its offspring distribution is derived. Further analysis of the approximate path to extinction produces a new interesting formula.
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页码：55 / 69
页数：15
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