| 分枝过程Lotka-Nagaev估计的中偏差 |
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| 引用本文： | 朱艳娇,高振龙.分枝过程Lotka-Nagaev估计的中偏差[J].应用数学,2020,33(1):240-245. |
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| 作者姓名： | 朱艳娇 高振龙 |
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| 作者单位： | 曲阜师范大学统计学院, 山东 曲阜 273165 |
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| 基金项目： | 国家自然科学基金资助项目(11601260) |
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| 摘 要： | 本文研究经典分枝过程的Lotka-Nagaev估计的中偏差理论,证明在矩条件和重尾条件下均值m的Lotka-Nagaev估计的中偏差概率是以指数速度衰减的.特别地,在分枝律为重尾的情形下,中偏差概率的衰减速度会出现相变的现象.
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| 关 键 词： | 分枝过程 Lotka-Nagaev估计 中偏差 |
Moderate Deviations for Lotka-Nagaev Estimator of a Simple Branching Process |
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| ZHU Yanjiao,GAO Zhenlong.Moderate Deviations for Lotka-Nagaev Estimator of a Simple Branching Process[J].Mathematica Applicata,2020,33(1):240-245. |
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| Authors: | ZHU Yanjiao GAO Zhenlong |
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| Institution: | (School of Statistics,Qufu Normal University,Qufu 273165,China) |
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| Abstract: | In this paper,we consider moderate deviations for Lotka–Nagaev estimator of a simple branching process.We obtain that the moderate deviation probabilities for Lotka–Nagaev estimator of a simple branching process have exponential rates of decay.Particularly,we show that there is phase transition in the decay rates of moderate deviation probability when the offspring law has heavy tails. |
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| Keywords: | Branching process Lotka-Nagaev estimator Moderate deviation |
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