A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes

  • N. D. Vvedenskaya
  • , A. V. Logachov
  • , Yu M. Suhov
  • , A. A. Yambartsev

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

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 asymptotic for the probability of trajectories of a re-scaled process contained within a neighborhood of a given continuous nonnegative function.

Original languageEnglish (US)
Pages (from-to)263-280
Number of pages18
JournalProblems of Information Transmission
Volume54
Issue number3
DOIs
StatePublished - Jul 1 2018

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Computer Science Applications
  • Computer Networks and Communications

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