A REMARK ON NORMALIZATIONS IN A LOCAL LARGE DEVIATIONS PRINCIPLE FOR INHOMOGENEOUS BIRTH - AND - DEATH PROCESS

Autor(es)

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

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA; v. 17, p. 1258-1269, 2020.
• Citações Web of Science: 0

Resumo

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)

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