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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2020 Volume 17, Pages 1258–1269 (Mi semr1286)

This article is cited in 1 paper

Probability theory and mathematical statistics

A remark on normalizations in a local large deviations principle for inhomogeneous birth – and – death process

A. V. Logachovabcd, Y. M. Suhovef, N. D. Vvedenskayag, A. A. Yambartsevh

a Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
b Novosibirsk State University, 1, Pirogova str. Novosibirsk, 630090, Russia
c Dep. of High Math., Siberian State University of Geosystems and Technologies, 10, Plahotnogo str., Novosibirsk, 630108, Russia
d Novosibirsk State University of Economics and Management, 56, Kamenskaya str., Novosibirsk, 630099, Russia
e Math. Department, Penn State University, McAllister Buid, University Park, State College, PA 16802, USA
f Statistical Laboratory, DPMMS, University of Cambridge, Wilberforce Rd, Cambridge CB3 0WB, United Kingdom
g Institute for Information Transmission Problems, RAS, 19, Bolshoj Karetnyj Per., Moscow, 127051, Russia
h Institute of Mathematics and Statistics, University of São Paulo, Rua do Matão 1010, CEP 05508-090, São Paulo SP, Brazil

Abstract: This work is a continuation of [13]. We consider a continuous-time 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.

Keywords: birth – and – death process, normalization (scaling), large deviations principle, local large deviations principle, rate function.

UDC: 519.21

MSC: 60F10

Received November 11, 2019, published September 7, 2020

Language: English

DOI: 10.33048/semi.2020.17.092



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