A remark on normalizations in a local principle of large deviations
Probability
2019-11-12 v1
Abstract
This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. 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.
Cite
@article{arxiv.1911.03981,
title = {A remark on normalizations in a local principle of large deviations},
author = {A. V. Logachov and Y. M. Suhov and N. D. Vvedenskaya and A. A. Yambartsev},
journal= {arXiv preprint arXiv:1911.03981},
year = {2019}
}
Comments
11 pages