Large Deviations Analysis of Extinction in Branching Models

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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Year of publication:	2008
Authors:	Klebaner, Fima ; Liptser, Robert
Published in:	Mathematical Population Studies. - Taylor & Francis Journals, ISSN 0889-8480. - Vol. 15.2008, 1, p. 55-69
Publisher:	Taylor & Francis Journals
Subject:	Cramer's theorem \| extinction \| Galton-Watson process \| large deviations \| Legendre transform

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009205482