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Excursions of Markov Processes: A Large Deviation Approach Научная публикация

Журнал Markov Processes and Related Fields
ISSN: 1024-2953
Вых. Данные Год: 2023, Том: 29, Номер: 2, Страницы: 189-197 Страниц : 9
Ключевые слова Markov process, birth and death process, large deviations principle
Авторы Logachov A. 1,2 , Mogulskii A. 1,3 , Suhov Y. 4,5 , Yambartsev A. 6
Организации
1 Sobolev Institute of Mathematics of Siberian Branch of Russian Academy of Sciences
2 Novosibirsk State Technical University
3 Novosibirsk State University
4 Penn State University
5 University of Cambridge
6 Department of Statistics, Institute of Mathematics and Statistics, University of Sao Paulo

Информация о финансировании (2)

1 Институт математики им. С.Л. Соболева СО РАН FWNF-2022-0010
2 Математический центр в Академгородке 075-15-2019-1675

Реферат: This paper is dedicated to the memory of Nikita Dmitrievna Vvedenskaya. These authors had a privilege to collaborate with Vvedenskaya during the last period of her life. The paper considers a buyer-seller interaction model based on a two-dimensional process. The first coordinate is the number of buyers and the second one is the number of sellers. The rates of the income and outcome of sellers and buyers depend on their numbers polynomially at a given time. To make the process ergodic we require that the intensity of outcome has a higher degree. The problem associated with positive excursions of the trajectories of such processes is being solved. A local principle of large deviations for these excursions is obtained.
Библиографическая ссылка: Logachov A. , Mogulskii A. , Suhov Y. , Yambartsev A.
Excursions of Markov Processes: A Large Deviation Approach
Markov Processes and Related Fields. 2023. V.29. N2. P.189-197. WOS Scopus
Даты:
Поступила в редакцию: 28 сент. 2022 г.
Принята к публикации: 23 мая 2023 г.
Опубликована в печати: 15 сент. 2023 г.
Опубликована online: 15 сент. 2023 г.
Идентификаторы БД:
Web of science: WOS:001104862100005
Scopus: 2-s2.0-85171970550
Цитирование в БД: Пока нет цитирований