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Upper Deviations for Split Times of Branching Processes

Published online by Cambridge University Press:  30 January 2018

Hamed Amini*
Affiliation:
École Normale Supérieure and INRIA
Marc Lelarge*
Affiliation:
École Normale Supérieure and INRIA
*
Postal address: INRIA-ENS Project TREC, École Normale Supérieure, 45 rue d'Ulm, 75005 Paris, France.
Postal address: INRIA-ENS Project TREC, École Normale Supérieure, 45 rue d'Ulm, 75005 Paris, France.
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Abstract

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Upper deviation results are obtained for the split time of a supercritical continuous-time Markov branching process. More precisely, we establish the existence of logarithmic limits for the likelihood that the split times of the process are greater than an identified value and determine an expression for the limiting quantity. We also give an estimation for the lower deviation probability of the split times, which shows that the scaling is completely different from the upper deviations.

Type
Research Article
Copyright
© Applied Probability Trust 

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