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) |
|---|---|
| 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