A local large deviation principle for inhomogeneous birth-death processes
Probability
2018-06-26 v1
Abstract
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 asymptotics for the probability of excursions of a re-scaled process contained within a neighborhood of a given continuous non-negative function.
Cite
@article{arxiv.1806.08956,
title = {A local large deviation principle for inhomogeneous birth-death processes},
author = {N. D. Vvedenskaya and A. V. Logachov and Y. M. Suhov and A. A. Yambartsev},
journal= {arXiv preprint arXiv:1806.08956},
year = {2018}
}
Comments
22 pages