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 language | English (US) |
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Pages (from-to) | 1258-1269 |
Number of pages | 12 |
Journal | Siberian Electronic Mathematical Reports |
Volume | 17 |
DOIs | |
State | Published - 2020 |
All Science Journal Classification (ASJC) codes
- General Mathematics