The local principle of large deviations for compound Poisson process with catastrophes
Probability
2019-05-14 v2
Abstract
The continuous time Markov process considered in this paper belongs to a class of population models with linear growth and catastrophes. There, the catastrophes happen at the arrival times of a Poisson process, and at each catastrophe time, a randomly selected portion of the population is eliminated. For this population process, we derive an asymptotic upper bound for the maximum value and prove the local large deviation principle.
Cite
@article{arxiv.1806.07459,
title = {The local principle of large deviations for compound Poisson process with catastrophes},
author = {A. Logachov and O. Logachova and A. Yambartsev},
journal= {arXiv preprint arXiv:1806.07459},
year = {2019}
}
Comments
22 pages