F. Klebaner

most citedLikely path to extinction for simple branching model (Large Deviations approach)

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math.PR2005

Cramer's theorem for nonnegative multivariate point processes with independent increments

F. Klebaner, R. Liptser

We consider a continuous time version of Cramer's theorem with nonnegative summands $S_{t} = \frac{1}{t} \sum_{i : τ_{i} \leq t} ξ_{i}, t \to \infty,$ where $(τ_{i}, ξ_{i})_{i \geq 1}$ is a sequence o…

math.PR2005★ 1 cited

Likely path to extinction for simple branching model (Large Deviations approach)

F. Klebaner, R. Liptser

We give an explicit formula for the most likely path to extinction for the Galton-Watson processes with large initial population. We establish this result with the help of the larg…