Lower large deviations for supercritical branching processes in random environment

Abstract

Branching Processes in Random Environment (BPREs) (Zn : n ≥ 0) are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical regime, the process survives with a positive probability and grows exponentially on the non-extinction event. We focus on rare events when the process takes positive values but lower than expected. More precisely, we are interested in the lower large deviations of Z, which means the asymptotic behavior of the probability {1 ≤ Zn ≤ exp(nθ)} as n → ∞. We provide an expression of the rate of decrease of this probability, under some moment assumptions, which yields the rate function. This result generalizes the lower large deviation theorem of Bansaye and Berestycki (2009) by considering processes where P(Z1 = 0|Z0 = 1) > 0 and also much weaker moment assumptions. AMS 2000 Subject Classification. 60J80, 60K37, 60J05, 60F17, 92D25

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