A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes


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Аннотация

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.

Авторлар туралы

N. Vvedenskaya

Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems

Хат алмасуға жауапты Автор.
Email: ndv@iitp.ru
Ресей, Moscow

A. Logachov

Laboratory of Applied Mathematics; Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics; Statistics Division

Email: ndv@iitp.ru
Ресей, Novosibirsk; Novosibirsk; Novosibirsk

Yu. Suhov

Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems; Mathematical Department, Pennsylvania State University

Email: ndv@iitp.ru
Ресей, Moscow; State College, PA

A. Yambartsev

Department of Statistics, Institute of Mathematics and Statistics

Email: ndv@iitp.ru
Бразилия, São Paulo

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