A principle of large deviations for birth-death processes with a linear rate of downward jumps
| Autor: | Vvedenskaya, N. D., Logachov, A. V., Suhov, Y. M., Yambartsev, A. A. |
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| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: | |
| Popis: | Birth-death processes form a natural class where ideas and results on Large deviations can be tested. In this paper, we derive the Large deviation principle under an assumption that the rate of a downward jump (death) is growing asymptotically linearly with the population size, while the rate of an upward jump (birth) is growing sub-linearly. We consider various forms of scaling the original process and normalizing the logarithm of the Large deviation probabilities. The results show interesting features of dependence of the Large deviation functional on the parameters of the underlying process. 19 pages, 0 figures |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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