Self-normalized Cramér moderate deviations for a supercritical Galton-Waston process with immigration in random environments

AIMS Mathematics 2026 Open access

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Authors: Juan Wang, Wanlu Xiao
DOI: 10.3934/math.2026183
Cited by: 1
References: 12

Abstract

In this paper, we mainly investigated the self-normalized Cramér-type moderate deviations for the Galton-Watson process with immigration in random environments. Our central approach was to establish a self-normalized moderate deviation principle for martingales related to the Lotka-Nagaev estimator under a set of relatively broad conditions.

Fields of Study & Subjects

Probability and Risk Models Financial Risk and Volatility Modeling Stochastic processes and financial applications

Publication details

Journal / source
AIMS Mathematics
Publisher
American Institute of Mathematical Sciences (AIMS)
Volume
11
Issue
2
Pages
4557–4570
Publication date
1 January 2026