A large-deviation principle for birth–death processes with a linear rate of downward jumps Full article
| Journal |
Journal of Applied Probability
ISSN: 0021-9002 |
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| Output data | Year: 2024, Volume: 61, Number: 3, Pages: 781 - 801 Pages count : 21 DOI: 10.1017/jpr.2023.75 | ||||||||||||||
| Tags | Large-deviation principle, local large-deviation principle, birth–death processes, rate functional | ||||||||||||||
| Authors |
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| Affiliations |
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Funding (1)
| 1 | Mathematical Center in Akademgorodok | 075-15-2022-282 |
Abstract:
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.
Cite:
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
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
Dates:
| Submitted: | Dec 14, 2021 |
| Accepted: | Sep 22, 2023 |
| Published online: | Oct 31, 2023 |
| Published print: | Sep 25, 2024 |
Identifiers:
| Web of science: | WOS:001090453100001 |
| Scopus: | 2-s2.0-85176092405 |
| OpenAlex: | W4388043844 |