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Large Deviations Analysis of Extinction in Branching Models
Authors:FIMA C KLEBANER  ROBERT LIPTSER
Institution:1. School of Mathematical Sciences, Monash University , Victoria, Australia fima.klebaner@sci.monash.edu.au;3. Electrical Engineering-Systems, Tel Aviv University , Tel Aviv, Israel
Abstract: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.
Keywords:Cramer's theorem  extinction  Galton-Watson process  large deviations  Legendre transform
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