| Texto completo | |
| Autor(es): |
Logachov, A.
;
Logachova, O.
;
Yambartsev, A.
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | Stochastic Processes and their Applications; v. 176, p. 19-pg., 2024-08-01. |
| Resumo | |
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) | |
| Processo FAPESP: | 22/01289-3 - Teoremas limite para processos e grafos aleatórios |
| 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 |