arXiv · 2002.00310
Uniform Cram\'er moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment
Abstract
Let $\{Z_n, n\geq 0\}$ be a supercritical branching process in an independent and identically distributed random environment. We prove Cram\'{e}r moderate deviations and Berry-Esseen bounds for $\ln (Z_{n+n_0}/Z_{n_0})$ % under the annealed law, uniformly in $n_0 \in \mathbb{N}$, which extend the corresponding results by Grama et al. (Stochastic Process.\ Appl. 2017) established for $n_0=0$. The extension is interesting in theory, and is motivated by applications. A new method is developed for the proofs; some conditions of Grama et al. (2017) are relaxed in our present setting. An example of application is given in constructing confidence intervals to estimate the criticality parameter in terms of $\ln(Z_{n+n_0}/Z_{n_0})$ and $n$.
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Xiequan Fan, Haijuan Hu, Quansheng Liu. 2020-02-02. Uniform Cram\'er moderate deviations and Berry-Esseen bounds for a supercritical branching process in a random environment. https://arxiv.org/abs/2002.00310
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