| Full text | |
| Author(s): |
Total Authors: 3
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| Affiliation: | [1] Novosibirsk State Univ, Pirogova Str 1, Novosibirsk 630090 - Russia
[2] Novosibirsk State Univ Econ & Management, Kamenskaya Str 56, Novosibirsk 630099 - Russia
[3] RAS, Lab Probabil Theory & Math Stat, Sobolev Inst Math, Siberian Branch, Koptyuga Str 4, Novosibirsk 630090 - Russia
[4] Siberian State Univ Geosyst & Technol, Plakhotnogo Str 10, Novosibirsk 630108 - Russia
[5] Univ Sao Paulo, Dept Stat, Inst Math & Stat, BR-05508090 Sao Paulo, SP - Brazil
Total Affiliations: 5
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| Document type: | Journal article |
| Source: | Stochastics and Dynamics; v. 20, n. 5 OCT 2020. |
| Web of Science Citations: | 0 |
| Abstract | |
We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper, we establish the local large deviation principle (CLOP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution. (AU) | |
| FAPESP's process: | 17/20482-0 - Large deviations principle for stochastic processes |
| Grantee: | Anatoli Iambartsev |
| Support type: | Research Grants - Visiting Researcher Grant - International |
| FAPESP's process: | 17/10555-0 - Stochastic modeling of interacting systems |
| Grantee: | Fabio Prates Machado |
| Support type: | Research Projects - Thematic Grants |