| Full text | |
| Author(s): |
Total Authors: 4
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| Affiliation: | [1] Penn State Univ, Dept Math, McAllister Buid, State Coll, PA 16802 - USA
[2] Univ Cambridge, Stat Lab, DPMMS, Wilberforce Rd, Cambridge CB3 0WB - England
[3] RAS, Inst Informat Transmiss Problems, 19 Bolshoj Karetnyj Per, Moscow 127051 - Russia
[4] Univ Sao Paulo, Inst Math & Stat, Rua Matao 1010, BR-05508090 Sao Paulo, SP - Brazil
Total Affiliations: 4
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| Document type: | Journal article |
| Source: | SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA; v. 17, p. 1258-1269, 2020. |
| Web of Science Citations: | 0 |
| Abstract | |
This work is a continuation of {[}13]. We consider a continuous-time birth - and - death process in which the transition rates are regularly varying function of the process position. We establish rough exponential asymptotic for the probability that a sample path of a normalized process lies in a neighborhood of a given nonnegative continuous function. We propose a variety of normalization schemes for which the large deviation functional preserves its natural integral form. (AU) | |
| FAPESP's process: | 17/10555-0 - Stochastic modeling of interacting systems |
| Grantee: | Fabio Prates Machado |
| Support Opportunities: | Research Projects - Thematic Grants |