Lower deviation probabilities for supercritical multi-type Galton--Watson processes
Tan Jiangrui

TL;DR
This paper analyzes the probabilities of lower deviations in supercritical multi-type Galton--Watson processes, providing explicit decay rates and extending single-type results to multi-type cases.
Contribution
It establishes explicit decay rates for lower deviation probabilities in multi-type GW processes, extending known single-type theorems to the multi-type setting.
Findings
Derived explicit decay rates for lower deviation probabilities.
Extended single-type lower deviation theorems to multi-type processes.
Provided analysis in both Schr"{o}der and B"{o}ttcher cases.
Abstract
This paper provides a detailed analysis of the lower deviation probability properties for a -type () Galton--Watson (GW) process in both Schr\"{o}der and B\"{o}ttcher cases. We establish explicit decay rates for the following probabilities: respectively, where , , and characterizes the growth rate of . These results extend the single-type lower deviation theorems of Fleischmann and Wachtel (Ann. Inst. Henri Poincar\'e Probab. Statist.\textbf{43} (2007) 233-255), thereby paving the way for analysis of precise decay rates of large deviations in multi-type GW processes.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling
