A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process
Author(s) -
A. V. Logachov,
Yuri Suhov,
N. D. Vvedenskaya,
Anatoly Yambartsev
Publication year - 2020
Publication title -
sibirskie elektronnye matematicheskie izvestiya
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.468
H-Index - 11
ISSN - 1813-3304
DOI - 10.33048/semi.2020.17.092
Subject(s) - mathematics , process (computing) , large deviations theory , statistical physics , statistics , physics , computer science , operating system
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.
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