<p>Let {<i>X</i><sub><i>n</i></sub>}<sub><i>n</i>≥0</sub> be a <i>p</i>-type (<i>p</i> ≥ 2) supercritical branching process with immigration and mean matrix <i>M</i>. Suppose that <i>M</i> is positively regular and <i>ρ</i> is the maximal eigenvalue of <i>M</i> with the corresponding left and right eigenvectors <Emphasis Type="BoldItalic">v</Emphasis> and <Emphasis Type="BoldItalic">u</Emphasis>. Let <i>ρ</i> &gt; 1 and <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10114_2025_3051_Article_IEq1.gif" Format="GIF" Height="33" Rendition="HTML" Resolution="72" Type="Linedraw" Width="245" /> </InlineMediaObject> <EquationSource Format="TEX">\(Y_{n}=\rho^{-n}\left[{\bf u}\cdot{X}_{n}-{{{\rho}^{n+1}-1} \over {\rho}-1}\left({\boldsymbol u} \cdot {\boldsymbol \lambda}\right)\right]\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <msub> <mi>Y</mi> <mrow> <mi>n</mi> </mrow> </msub> <mo>=</mo> <msup> <mi>ρ</mi> <mrow> <mo>−</mo> <mi>n</mi> </mrow> </msup> <mrow> <mo>[</mo> <mrow> <mi mathvariant="bold">u</mi> </mrow> <mo>⋅</mo> <msub> <mrow> <mi>X</mi> </mrow> <mrow> <mi>n</mi> </mrow> </msub> <mo>−</mo> <mrow> <mfrac> <mrow> <msup> <mrow> <mi>ρ</mi> </mrow> <mrow> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msup> <mo>−</mo> <mn>1</mn> </mrow> <mrow> <mrow> <mi>ρ</mi> </mrow> <mo>−</mo> <mn>1</mn> </mrow> </mfrac> </mrow> <mrow> <mo>(</mo> <mrow> <mi mathvariant="bold-italic">u</mi> </mrow> <mo>⋅</mo> <mrow> <mi mathvariant="bold-italic">λ</mi> </mrow> <mo>)</mo> </mrow> <mo>]</mo> </mrow> </math></EquationSource> </InlineEquation>, where the vector <b>λ</b> denotes the mean immigration rate. In this paper, we will show that <i>Y</i><sub><i>n</i></sub> is a martingale and converges to an <i>r.v. Y</i> as <i>n</i> → ∞. We study the rates of convergence to 0 as <i>n</i> → ∞ of <Equation ID="Equ1"> <MediaObject> <ImageObject Color="BlackWhite" FileRef="10114_2025_3051_Article_Equ1.gif" Format="GIF" Height="43" Rendition="HTML" Resolution="72" Type="Linedraw" Width="597" /> </MediaObject> <EquationSource Format="TEX">\({P}_{i}\left(\left\vert{{\boldsymbol l}\cdot{X}_{{n}+1} \over {\bf 1}\cdot{X}_{n}} - {{{\boldsymbol l}\cdot({X}_{n}M)} \over {\bf 1}\cdot{X}_{n}} \right\vert &gt; \varepsilon \right),\quad {P}_{i}\left(\left\vert{{\boldsymbol l}\cdot{X}_{{n}} \over {\bf 1}\cdot{X}_{n}} - {{{\boldsymbol l}\cdot{\boldsymbol v}} \over {\bf 1}\cdot{\boldsymbol v}} \right\vert &gt; \varepsilon \right),\quad P(\vert{Y}_{n} - {Y}\vert &gt; \varepsilon)\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <msub> <mrow> <mi>P</mi> </mrow> <mrow> <mi>i</mi> </mrow> </msub> <mrow> <mo>(</mo> <mrow> <mo>|</mo> <mrow> <mfrac> <mrow> <mrow> <mi mathvariant="bold-italic">l</mi> </mrow> <mo>⋅</mo> <msub> <mrow> <mi>X</mi> </mrow> <mrow> <mrow> <mi>n</mi> </mrow> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mrow> <mrow> <mrow> <mn mathvariant="bold">1</mn> </mrow> <mo>⋅</mo> <msub> <mrow> <mi>X</mi> </mrow> <mrow> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>−</mo> <mrow> <mfrac> <mrow> <mrow> <mi mathvariant="bold-italic">l</mi> </mrow> <mo>⋅</mo> <mo stretchy="false">(</mo> <msub> <mrow> <mi>X</mi> </mrow> <mrow> <mi>n</mi> </mrow> </msub> <mi>M</mi> <mo stretchy="false">)</mo> </mrow> <mrow> <mrow> <mn mathvariant="bold">1</mn> </mrow> <mo>⋅</mo> <msub> <mrow> <mi>X</mi> </mrow> <mrow> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>|</mo> </mrow> <mo>&gt;</mo> <mi>ε</mi> <mo>)</mo> </mrow> <mo>,</mo> <mspace width="1em" /> <msub> <mrow> <mi>P</mi> </mrow> <mrow> <mi>i</mi> </mrow> </msub> <mrow> <mo>(</mo> <mrow> <mo>|</mo> <mrow> <mfrac> <mrow> <mrow> <mi mathvariant="bold-italic">l</mi> </mrow> <mo>⋅</mo> <msub> <mrow> <mi>X</mi> </mrow> <mrow> <mrow> <mi>n</mi> </mrow> </mrow> </msub> </mrow> <mrow> <mrow> <mn mathvariant="bold">1</mn> </mrow> <mo>⋅</mo> <msub> <mrow> <mi>X</mi> </mrow> <mrow> <mi>n</mi> </mrow> </msub> </mrow> </mfrac> </mrow> <mo>−</mo> <mrow> <mfrac> <mrow> <mrow> <mi mathvariant="bold-italic">l</mi> </mrow> <mo>⋅</mo> <mrow> <mi mathvariant="bold-italic">v</mi> </mrow> </mrow> <mrow> <mrow> <mn mathvariant="bold">1</mn> </mrow> <mo>⋅</mo> <mrow> <mi mathvariant="bold-italic">v</mi> </mrow> </mrow> </mfrac> </mrow> <mo>|</mo> </mrow> <mo>&gt;</mo> <mi>ε</mi> <mo>)</mo> </mrow> <mo>,</mo> <mspace width="1em" /> <mi>P</mi> <mo stretchy="false">(</mo> <mo fence="false" stretchy="false">|</mo> <msub> <mrow> <mi>Y</mi> </mrow> <mrow> <mi>n</mi> </mrow> </msub> <mo>−</mo> <mrow> <mi>Y</mi> </mrow> <mo fence="false" stretchy="false">|</mo> <mo>&gt;</mo> <mi>ε</mi> <mo stretchy="false">)</mo> </math></EquationSource> </Equation> for any <i>ε</i> &gt; 0, <i>i</i> = 1,…,<i>p</i>, <b>1</b> = (1,…,1) and <Emphasis Type="BoldItalic">l</Emphasis> ∈ ℝ<sup><i>p</i></sup>, the <i>p</i>-dimensional Euclidean space. It is shown that under certain moment conditions, the first two decay geometrically, while conditionally on the event <i>Y</i> ≥ <i>α</i> (<i>α</i> &gt; 0) supergeometrically. The decay rate of the last probability is always supergeometric under a finite moment generating function assumption.</p>

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Large Deviation Rates for Supercritical Multitype Branching Processes with Immigration

  • Liuyan Li,
  • Junping Li

摘要

Let {Xn}n≥0 be a p-type (p ≥ 2) supercritical branching process with immigration and mean matrix M. Suppose that M is positively regular and ρ is the maximal eigenvalue of M with the corresponding left and right eigenvectors v and u. Let ρ > 1 and \(Y_{n}=\rho^{-n}\left[{\bf u}\cdot{X}_{n}-{{{\rho}^{n+1}-1} \over {\rho}-1}\left({\boldsymbol u} \cdot {\boldsymbol \lambda}\right)\right]\) Y n = ρ n [ u X n ρ n + 1 1 ρ 1 ( u λ ) ] , where the vector λ denotes the mean immigration rate. In this paper, we will show that Yn is a martingale and converges to an r.v. Y as n → ∞. We study the rates of convergence to 0 as n → ∞ of \({P}_{i}\left(\left\vert{{\boldsymbol l}\cdot{X}_{{n}+1} \over {\bf 1}\cdot{X}_{n}} - {{{\boldsymbol l}\cdot({X}_{n}M)} \over {\bf 1}\cdot{X}_{n}} \right\vert > \varepsilon \right),\quad {P}_{i}\left(\left\vert{{\boldsymbol l}\cdot{X}_{{n}} \over {\bf 1}\cdot{X}_{n}} - {{{\boldsymbol l}\cdot{\boldsymbol v}} \over {\bf 1}\cdot{\boldsymbol v}} \right\vert > \varepsilon \right),\quad P(\vert{Y}_{n} - {Y}\vert > \varepsilon)\) P i ( | l X n + 1 1 X n l ( X n M ) 1 X n | > ε ) , P i ( | l X n 1 X n l v 1 v | > ε ) , P ( | Y n Y | > ε ) for any ε > 0, i = 1,…,p, 1 = (1,…,1) and l ∈ ℝp, the p-dimensional Euclidean space. It is shown that under certain moment conditions, the first two decay geometrically, while conditionally on the event Yα (α > 0) supergeometrically. The decay rate of the last probability is always supergeometric under a finite moment generating function assumption.