Abstract
This is a short survey about asymptotic properties of a supercritical branching process
(
Z
n
)
(Z_{n})
with immigration in a stationary and ergodic or independent and identically distributed random environment.
We first present basic properties of the fundamental submartingale
(
W
n
)
(W_{n})
, about the a.s. convergence, the non-degeneracy of its limit 𝑊, the convergence in
L
p
L^{p}
for
p
≥
1
p\geq 1
, and the boundedness of the harmonic moments
E
W
n
-
a
\mathbb{E}W_{n}^{-a}
,
a
>
0
a>0
.
We then present limit theorems and large deviation results on
log
Z
n
\log Z_{n}
, including the law of large numbers, large and moderate deviation principles, the central limit theorem with Berry–Esseen’s bound, and Cramér’s large deviation expansion.
Some key ideas of the proofs are also presented.
Moderate deviation principle for $ m $-dependent random variables under the sub-linear expectation
