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A Local large deviation principle for inhomogeneous birth–death processes

Authors :
Artem Logachov
N.D. Vvedenskaya
Yuri Suhov
Anatoly Yambartsev
Source :
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual), Universidade de São Paulo (USP), instacron:USP
Publication Year :
2018

Abstract

The paper considers a continuous-time birth–death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotic for the probability of trajectories of a re-scaled process contained within a neighborhood of a given continuous nonnegative function.

Details

Database :
OpenAIRE
Journal :
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual), Universidade de São Paulo (USP), instacron:USP
Accession number :
edsair.doi.dedup.....42cf32438dcae2515e9120b11c087ed3