Large Deviations for the Tail Behavior of W in a Multitype Branching Process



Abstract



This paper is concerned with the tail behavior of the random variable W that comes up in a multi-type branching process. In particular, we focus on two specific questions: First, we consider the rate of decay of P(W £ x) as x approaches 0. We do this by studying the density of w of W near origin. Second, we investigate the rate of decay of P(W > x) as x approaches ¥ when the branching process has finite support. For this reason we develop multi-type versions of Harris functions and use that to extract the exponential rate of decrease.


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