Large deviations of branching process in a random environment. II

Abstract

Abstract We consider the probabilities of large deviations for the branching process Zn in a random environment, which is formed by independent identically distributed variables. It is assumed that the associated random walk Sn = ξ 1 + … + ξn has a finite mean μ and satisfies the Cramér condition E ehξi < ∞, 0 < h < h +. Under additional moment constraints on Z 1, the exact asymptotic of the probabilities P (ln Zn ∈ [x, x + Δn )) is found for the values x/n varying in the range depending on the type of process, and for all sequences Δn that tend to zero sufficiently slowly as n → ∞. A similar theorem is proved for a random process in a random environment with immigration.