Upper large deviations for Branching Processes in Random Environment with heavy tails

Details Upper large deviations for Branching Processes in Random Environment with heavy tails Upper large deviations for Branching Processes in Random Environment with heavy tails

2010-04-08

arxiv.org/abs/1004.1263v1

Mathematics

Probability

Scientific paper

Branching Processes in a Random Environment (BPREs) $(Z_n:n\geq0)$ are a generalization of Galton Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. We determine here the upper large deviation of the process when the reproduction law may have heavy tails. The behavior of BPREs is related to the associated random walk of the environment, whose increments are distributed like the logarithmic mean of the offspring distributions. We obtain an expression of the upper rate function of $(Z_n:n\geq0)$, that is the limit of $-\log \mathbb{P}(Z_n\geq e^{\theta n})/n$ when $n\to \infty$. It depends on the rate function of the associated random walk of the environment, the logarithmic cost of survival $\gamma:=-\lim_{n\to\infty} \log \mathbb{P}(Z_n>0)/n$ and the polynomial decay $\beta$ of the tail distribution of $Z_1$. We give interpretations of this rate function in terms of the least costly ways for the process $(Z_n: n \geq 0)$ of attaining extraordinarily large values and describe the phase transitions. We derive then the rate function when the reproduction law does not have heavy tails, which generalizes the results of B\"oinghoff and Kersting (2009) and Bansaye and Berestycki (2008) for upper large deviations. Finally, we specify the upper large deviations for the Galton Watson processes with heavy tails.

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