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: | |
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: |