A REMARK ON NORMALIZATIONS IN A LOCAL LARGE DEVIATIONS PRINCIPLE FOR INHOMOGENEOUS BIRTH–AND–DEATH PROCESS

A. V. LOGACHOV, Y. M. SUHOV, N. D. VVEDENSKAYA, A. A. YAMBARTSEV

Research output: Contribution to journalArticlepeer-review

Abstract

This work is a continuation of [13].We consider a continuoustime birth – and – death process in which the transition rates are regularly varying function of the process position. We establish rough exponential asymptotic for the probability that a sample path of a normalized process lies in a neighborhood of a given nonnegative continuous function. We propose a variety of normalization schemes for which the large deviation functional preserves its natural integral form.

Original languageEnglish (US)
Pages (from-to)1258-1269
Number of pages12
JournalSiberian Electronic Mathematical Reports
Volume17
DOIs
StatePublished - 2020

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

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