Large deviations for a randomly indexed branching process with immigration

Zhenlong Gao

Statistics & Probability Letters, 2026, vol. 227, issue C

Abstract: Consider a supercritical continuous time branching process called randomly indexed branching processes with immigration. Large deviation results are established for the logarithms of such processes. Our results show that when the offspring distribution belongs to the Schröder case, the immigration distribution affects the rate function of the large deviation, while when the offspring distribution belongs to the Böttcher case, the immigration distribution has no effect on the rate function.

Keywords: Branching process with immigration; Poisson process; Large deviations (search for similar items in EconPapers)
Date: 2026
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715225001919
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:227:y:2026:i:c:s0167715225001919

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2025.110546

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().