A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes
- 作者: Vvedenskaya N.D.1, Logachov A.V.2,3,4, Suhov Y.M.1,5, Yambartsev A.A.6
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隶属关系:
- Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems
- Laboratory of Applied Mathematics
- Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics
- Statistics Division
- Mathematical Department, Pennsylvania State University
- Department of Statistics, Institute of Mathematics and Statistics
- 期: 卷 54, 编号 3 (2018)
- 页面: 263-280
- 栏目: Large Systems
- URL: https://journal-vniispk.ru/0032-9460/article/view/166537
- DOI: https://doi.org/10.1134/S0032946018030067
- ID: 166537
如何引用文章
详细
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.
作者简介
N. Vvedenskaya
Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems
编辑信件的主要联系方式.
Email: ndv@iitp.ru
俄罗斯联邦, Moscow
A. Logachov
Laboratory of Applied Mathematics; Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics; Statistics Division
Email: ndv@iitp.ru
俄罗斯联邦, Novosibirsk; Novosibirsk; Novosibirsk
Yu. Suhov
Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems; Mathematical Department, Pennsylvania State University
Email: ndv@iitp.ru
俄罗斯联邦, Moscow; State College, PA
A. Yambartsev
Department of Statistics, Institute of Mathematics and Statistics
Email: ndv@iitp.ru
巴西, São Paulo
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