A large deviation principle for a Brownian immigration particle system

被引：0

作者：

Mei, Z ^{[1
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China

来源：

JOURNAL OF APPLIED PROBABILITY | 2005年 / 42卷 / 04期

关键词：

large deviation principle; Brownian particle system; immigration process;

D O I：

10.1239/jap/1134587821

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：

We derive a large deviation principle for a Brownian immigration branching particle system, where the immigration is governed by a Poisson random measure with a Lebesgue intensity measure.

引用

页码：1120 / 1133

页数：14

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