| Full text | |
| Author(s): |
Logachov, A.
;
Logachova, O.
;
Yambartsev, A.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | Stochastic Processes and their Applications; v. 176, p. 19-pg., 2024-08-01. |
| Abstract | |
In this paper, we propose a new definition of catastrophes and present our results on large deviations for Poisson processes with catastrophes that satisfy this definition. Our earlier work focused on (almost) uniformly distributed catastrophes, but the current paper extends the results to a larger class of catastrophes. We show that the rate function remains the same regardless of the distribution of catastrophic events. Additionally, we extend and generalize our previous results on the limiting behavior of the supremum of the considered processes. (AU) | |
| FAPESP's process: | 22/01289-3 - Limit theorems for random processes and graphs |
| Grantee: | Anatoli Iambartsev |
| Support Opportunities: | Research Grants - Visiting Researcher Grant - International |
| FAPESP's process: | 17/10555-0 - Stochastic modeling of interacting systems |
| Grantee: | Fabio Prates Machado |
| Support Opportunities: | Research Projects - Thematic Grants |