A local large deviation principle for inhomogeneous birth-death processes

Autor:	Vvedenskaya, N. D., Logachov, A. V., Suhov, Y. M., Yambartsev, A. A.
Rok vydání:	2018
Předmět:	Mathematics - Probability 60Jxx Markov processes
Druh dokumentu:	Working Paper
Popis:	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 asymptotics for the probability of excursions of a re-scaled process contained within a neighborhood of a given continuous non-negative function. Comment: 22 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1806.08956 Zobrazit plný text záznamu View this record from Arxiv