A Local Large Deviation Principle for Inhomogeneous Birth-Death Processes

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Author(s):	Vvedenskaya, N. D. ^[1] ; Logachov, A. V. ^{[2, 3, 4]} ; Suhov, Yu. M. ^{[5, 1]} ; Yambartsev, A. A. ^[6] Total Authors: 4
Affiliation:	^[1] Russian Acad Sci, Kharkevich Inst Informat Transmiss Problems, Dobrushin Math Lab, Moscow - Russia ^[2] Novosibirsk State Univ, Lab Appl Math, Novosibirsk - Russia ^[3] Russian Acad Sci, Sobolev Inst Math, Siberian Branch, Lab Probabil Theory & Math Stat, Novosibirsk - Russia ^[4] Novosibirsk State Univ Econ & Management, Stat Div, Novosibirsk - Russia ^[5] Penn State Univ, Dept Math, State Coll, PA - USA ^[6] Univ Sao Paulo, Inst Math & Stat, Dept Stat, Sao Paulo - Brazil Total Affiliations: 6
Document type:	Journal article
Source:	PROBLEMS OF INFORMATION TRANSMISSION; v. 54, n. 3, p. 263-280, JUL 2018.
Web of Science Citations:	0
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. (AU)

FAPESP's process:	17/10555-0 - Stochastic modeling of interacting systems
Grantee:	Fabio Prates Machado
Support Opportunities:	Research Projects - Thematic Grants