A Local Large Deviation Principle for Inhomogeneous Birth-Death Processes

Autor(es)

Vvedenskaya, N. D. ^[1] ; Logachov, A. V. ^{[2, 3, 4]} ; Suhov, Yu. M. ^{[5, 1]} ; Yambartsev, A. A. ^[6]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: PROBLEMS OF INFORMATION TRANSMISSION; v. 54, n. 3, p. 263-280, JUL 2018.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 17/10555-0 - Modelagem estocástica de sistemas interagentes
• Beneficiário: Fabio Prates Machado
• Modalidade de apoio: Auxílio à Pesquisa - Temático