Asymptotic Results for Random Walks in Continuous Time with Alternating Rates

被引：7

作者：

Di Crescenzo, Antonio ^{[1
]}

Macci, Claudio ^{[2
]}

Martinucci, Barbara ^{[1
]}

机构：

[1] Univ Salerno, Dipartimento Matemat, I-84084 Fisciano, SA, Italy

[2] Univ Roma Tor Vergata, Dipartimento Matemat, I-00133 Rome, Italy

来源：

JOURNAL OF STATISTICAL PHYSICS | 2014年 / 154卷 / 05期

关键词：

Large deviations; Moderate deviations; Probability generating function; LARGE DEVIATIONS; TRANSIENT SOLUTION;

D O I：

10.1007/s10955-014-0928-8

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We investigate some large deviation problems for a random walk in continuous time {N(t); t >= 0} with spatially inhomogeneous rates of alternating type. We first deal with the large deviation principle for the convergence of N(t)/t to a suitable constant. Then, the case of moderate deviations is also discussed. Motivated by possible applications in chemical physics context, we finally obtain an asymptotic lower bound for level crossing probabilities both in the case of finite and infinite horizon.

引用

页码：1352 / 1364

页数：13

共 22 条

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[Anonymous], T AM MATH SOC

[2]

[Anonymous], 1997, MATH SCI

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