Отправить статью по E-mail A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes
- Авторы: Vvedenskaya N.D.1, Logachov A.V.2,3,4, Suhov Y.M.1,5, Yambartsev A.A.6
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Учреждения:
- Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems
- Laboratory of Applied Mathematics
- Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics
- Statistics Division
- Mathematical Department, Pennsylvania State University
- Department of Statistics, Institute of Mathematics and Statistics
- Выпуск: Том 54, № 3 (2018)
- Страницы: 263-280
- Раздел: Large Systems
- URL: https://bakhtiniada.ru/0032-9460/article/view/166537
- DOI: https://doi.org/10.1134/S0032946018030067
- ID: 166537
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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.
Об авторах
N. Vvedenskaya
Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems
Автор, ответственный за переписку.
Email: ndv@iitp.ru
Россия, Moscow
A. Logachov
Laboratory of Applied Mathematics; Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics; Statistics Division
Email: ndv@iitp.ru
Россия, Novosibirsk; Novosibirsk; Novosibirsk
Yu. Suhov
Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems; Mathematical Department, Pennsylvania State University
Email: ndv@iitp.ru
Россия, Moscow; State College, PA
A. Yambartsev
Department of Statistics, Institute of Mathematics and Statistics
Email: ndv@iitp.ru
Бразилия, São Paulo
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