A large deviation theorem for a branching Brownian motion with random immigration

We establish a large deviation theorem for a branching Brownian motion with random immigration under the annealed law for d≥5, where the immigration is determined by another branching Brownian motion.

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Year of publication:	2013
Authors:	Sun, Hongyan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 6, p. 1559-1566
Publisher:	Elsevier
Subject:	Branching Brownian motion \| Random immigration \| Large deviation principle \| Occupation time

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039892