Local large deviation principle for Wiener process with random resetting

Autor(es)

Logachov, A. ^{[1, 2, 3]} ; Logachova, O. ^{[2, 4]} ; Yambartsev, A. ^[5]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: Stochastics and Dynamics; v. 20, n. 5 OCT 2020.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 17/20482-0 - Princípio de grandes desvios para processos estocásticos
• Beneficiário: Anatoli Iambartsev
• Modalidade de apoio: Auxílio à Pesquisa - Pesquisador Visitante - Internacional
• Processo FAPESP: 17/10555-0 - Modelagem estocástica de sistemas interagentes
• Beneficiário: Fabio Prates Machado
• Modalidade de apoio: Auxílio à Pesquisa - Temático