<p>Let <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="42" /> </InlineMediaObject> <EquationSource Format="TEX">\(\{Z_n\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">{</mo> <msub> <mi>Z</mi> <mi>n</mi> </msub> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation> be a critical Galton–Watson process and <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq2.gif" Format="GIF" Height="23" Rendition="HTML" Resolution="72" Type="Linedraw" Width="118" /> </InlineMediaObject> <EquationSource Format="TEX">\(S_{Z_n}:=\sum _{k=1}^{Z_n}X_k\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>S</mi> <msub> <mi>Z</mi> <mi>n</mi> </msub> </msub> <mo>:</mo> <mo>=</mo> <msubsup> <mo>∑</mo> <mrow> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <msub> <mi>Z</mi> <mi>n</mi> </msub> </msubsup> <msub> <mi>X</mi> <mi>k</mi> </msub> </mrow> </math></EquationSource> </InlineEquation> be sums of i.i.d. random variables <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq3.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="44" /> </InlineMediaObject> <EquationSource Format="TEX">\(\{X_k\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">{</mo> <msub> <mi>X</mi> <mi>k</mi> </msub> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation>. In this paper, we study the asymptotic behavior of <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq4.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="54" /> </InlineMediaObject> <EquationSource Format="TEX">\(S_{Z_n}/Z_n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>S</mi> <msub> <mi>Z</mi> <mi>n</mi> </msub> </msub> <mo stretchy="false">/</mo> <msub> <mi>Z</mi> <mi>n</mi> </msub> </mrow> </math></EquationSource> </InlineEquation> conditioned on <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq5.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="73" /> </InlineMediaObject> <EquationSource Format="TEX">\(\{Z_n&gt;0\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">{</mo> <msub> <mi>Z</mi> <mi>n</mi> </msub> <mo>&gt;</mo> <mn>0</mn> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation>. A “phase transition” in rates is identified for the large deviation, depending on whether <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq6.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="15" /> </InlineMediaObject> <EquationSource Format="TEX">\(\beta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>β</mi> </math></EquationSource> </InlineEquation>, the negative index of the regularly varying right tail of <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq7.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="22" /> </InlineMediaObject> <EquationSource Format="TEX">\(X_1\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>X</mi> <mn>1</mn> </msub> </math></EquationSource> </InlineEquation>, is less than, equal to or greater than 2. The self-normalized large deviation is also established without any moment assumption on <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq7.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="22" /> </InlineMediaObject> <EquationSource Format="TEX">\(X_1\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>X</mi> <mn>1</mn> </msub> </math></EquationSource> </InlineEquation>. Moreover, Berry–Esseen bounds for the Lotka–Nagaev estimator, namely <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10959_2025_1444_Article_IEq9.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="63" /> </InlineMediaObject> <EquationSource Format="TEX">\(Z_{n+1}/Z_n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>Z</mi> <mrow> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">/</mo> <msub> <mi>Z</mi> <mi>n</mi> </msub> </mrow> </math></EquationSource> </InlineEquation>, are derived by Stein’s method. As a by-product, new rates of convergence for Yaglom’s theorem are obtained.</p>

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Large Deviations and Berry–Esseen Bounds for A Critical Galton–Watson Process

  • Shengli Liang,
  • Qi-Man Shao

摘要

Let \(\{Z_n\}\) { Z n } be a critical Galton–Watson process and \(S_{Z_n}:=\sum _{k=1}^{Z_n}X_k\) S Z n : = k = 1 Z n X k be sums of i.i.d. random variables \(\{X_k\}\) { X k } . In this paper, we study the asymptotic behavior of \(S_{Z_n}/Z_n\) S Z n / Z n conditioned on \(\{Z_n>0\}\) { Z n > 0 } . A “phase transition” in rates is identified for the large deviation, depending on whether \(\beta \) β , the negative index of the regularly varying right tail of \(X_1\) X 1 , is less than, equal to or greater than 2. The self-normalized large deviation is also established without any moment assumption on \(X_1\) X 1 . Moreover, Berry–Esseen bounds for the Lotka–Nagaev estimator, namely \(Z_{n+1}/Z_n\) Z n + 1 / Z n , are derived by Stein’s method. As a by-product, new rates of convergence for Yaglom’s theorem are obtained.