A large-deviation principle for birth–death processes with a linear rate of downward jumps | Sciact - Система учета научной деятельности ИМ СО РАН

A large-deviation principle for birth–death processes with a linear rate of downward jumps Научная публикация

Журнал

Journal of Applied Probability
ISSN: 0021-9002

Вых. Данные

Год: 2024, Том: 61, Номер: 3, Страницы: 781 - 801 Страниц : 21 DOI: 10.1017/jpr.2023.75

Ключевые слова

Large-deviation principle, local large-deviation principle, birth–death processes, rate functional

Авторы

Logachov A.V. ^1,2,3 , Suhov Yuri ^4,5 , Vvedenskaya N.D. ⁶ , Yambartsev Anatoly ⁷

Организации

1	Novosibirsk State Technical University
2	Novosibirsk State University
3	Sobolev Institute of Mathematics
4	Penn State University
5	University of Cambridge, St John’s College, Cambridge
6	Institute for Information Transmission Problems
7	University of São Paulo

Информация о финансировании (1)

Математический центр в Академгородке

075-15-2022-282

Birth–death processes form a natural class where ideas and results on large deviations can be tested. We derive a large-deviation principle under an assumption that the rate of jump down (death) grows asymptotically linearly with the population size, while the rate of jump up (birth) grows sublinearly. We establish a large-deviation principle under various forms of scaling of the underlying process and the corresponding normalization of the logarithm of the large-deviation probabilities. The results show interesting features of dependence of the rate functional upon the parameters of the process and the forms of scaling and normalization.

Logachov A.V. , Suhov Y. , Vvedenskaya N.D. , Yambartsev A.
A large-deviation principle for birth–death processes with a linear rate of downward jumps
Journal of Applied Probability. 2024. V.61. N3. P.781 - 801. DOI: 10.1017/jpr.2023.75 WOS Scopus OpenAlex

Поступила в редакцию:	14 дек. 2021 г.
Принята к публикации:	22 сент. 2023 г.
Опубликована online:	31 окт. 2023 г.
Опубликована в печати:	25 сент. 2024 г.

Web of science:	WOS:001090453100001
Scopus:	2-s2.0-85176092405
OpenAlex:	W4388043844

БД	Цитирований
OpenAlex	2
Web of science	1