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Teoriya Veroyatnostei i ee Primeneniya, 2024, Volume 69, Issue 1, Pages 125–147
DOI: https://doi.org/10.4213/tvp5550
(Mi tvp5550)
 

This article is cited in 1 scientific paper (total in 1 paper)

Conditional functional limit theorem for random reccurence sequence conditioned on large deviation event

A. V. Shklyaev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
References:
Abstract: Let $\{Z_n,\, n\ge 0\}$ be a branching process in an independent and identically distributed (i.i.d.) random environment and $\{S_n,\, n\,{\ge}\, 1\}$ be the associated random walk with steps $\xi_i$. Under the Cramér condition on $\xi_1$ and moment assumptions on a number of descendants of one particle, we know the asymptotics of the large deviation probabilities $\mathbf{P}(\ln Z_n > x)$, where $x/n > \mu^*$. Here, $\mu^*$ is a parameter depending on the process type. We study the asymptotic behavior of the process trajectory under the condition of a large deviation event. In particular, we obtain a conditional functional limit theorem for the trajectory of $(Z_{[nt]},\, t\in [0,1])$ given $\ln Z_n>x$. This result is obtained in a more general model of linear recurrence sequence $Y_{n+1}=A_n Y_n + B_n$, $n\ge 0$, where $\{A_i\}$ is a sequence of i.i.d. random variables, $Y_0$, $B_i$, $i\ge 0$, are possibly dependent and have different distributions, and we need only some moment assumptions on them.
Keywords: large deviations, functional limit theorem, branching processes, bisexual branching processes, random environment.
Received: 19.05.2022
Revised: 04.10.2022
Accepted: 03.07.2023
Published: 25.01.2024
English version:
Theory of Probability and its Applications, 2024, Volume 69, Issue 1, Pages 99–116
DOI: https://doi.org/10.1137/S0040585X97T991775
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Shklyaev, “Conditional functional limit theorem for random reccurence sequence conditioned on large deviation event”, Teor. Veroyatnost. i Primenen., 69:1 (2024), 125–147; Theory Probab. Appl., 69:1 (2024), 99–116
Citation in format AMSBIB
\Bibitem{Shk24}
\by A.~V.~Shklyaev
\paper Conditional functional limit theorem for random reccurence sequence conditioned on large deviation event
\jour Teor. Veroyatnost. i Primenen.
\yr 2024
\vol 69
\issue 1
\pages 125--147
\mathnet{http://mi.mathnet.ru/tvp5550}
\crossref{https://doi.org/10.4213/tvp5550}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=4912054}
\transl
\jour Theory Probab. Appl.
\yr 2024
\vol 69
\issue 1
\pages 99--116
\crossref{https://doi.org/10.1137/S0040585X97T991775}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85194579826}
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  • https://www.mathnet.ru/eng/tvp5550
  • https://doi.org/10.4213/tvp5550
  • https://www.mathnet.ru/eng/tvp/v69/i1/p125
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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