A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes

N. D. Vvedenskaya; A. V. Logachov; Yu M. Suhov; A. A. Yambartsev

doi:10.1134/S0032946018030067

A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes

N. D. Vvedenskaya, A. V. Logachov, Yu M. Suhov, A. A. Yambartsev

Лаборатория прикладной вероятности ММФ

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

2 Цитирования (Scopus)

Аннотация

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 asymptotic for the probability of trajectories of a re-scaled process contained within a neighborhood of a given continuous nonnegative function.

Язык оригинала	английский
Страницы (с-по)	263-280
Число страниц	18
Журнал	Problems of Information Transmission
Том	54
Номер выпуска	3
DOI	https://doi.org/10.1134/S0032946018030067
Состояние	Опубликовано - 1 июл 2018

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A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes. / Vvedenskaya, N. D.; Logachov, A. V.; Suhov, Yu M.; Yambartsev, A. A.

В: Problems of Information Transmission, Том 54, № 3, 01.07.2018, стр. 263-280.

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

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A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes

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