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

被引:1
作者
Logachov, Artem [1 ,2 ,3 ]
Suhov, Yuri [4 ]
Vvedenskaya, Nikita [5 ]
Yambartsev, Anatoly [6 ]
机构
[1] Novosibirsk State Univ, 2 Pirogova str, Novosibirsk 630090, Russia
[2] Novosibirsk State Tech Univ, Pr K Marksa 20, Novosibirsk 630073, Russia
[3] Sobolev Inst Math, 4 Koptyugaave, Novosibirsk 630090, Russia
[4] Penn State Univ, Dept Math, State Coll, PA 16802 USA
[5] RAS, Kharkevich Inst Informat Transmiss Problems, Bolshoy Karetnyi Per 19, Moscow 127051, Russia
[6] Univ Sao Paulo, Inst Math & Stat, Rua Matao 1010, BR-05508090 Sao Paulo, SP, Brazil
关键词
Large-deviation principle; local large-deviation principle; birth-death processes; rate functional; INHOMOGENEOUS BIRTH;
D O I
10.1017/jpr.2023.75
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:781 / 801
页数:21
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