Large Deviation Rates for the Continuous-Time Supercritical Branching Processes with Immigration
Let Yt;t≥0 be a supercritical continuous-time branching process with immigration; our focus is on the large deviation rates of Yt and thus extending the results of the discrete-time Galton–Watson process to the continuous-time case. Firstly, we prove that Zt=e−mtYt−emt+1−1/em−1ea+m is a submartingal...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2022/8314977 |
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