Standard

A large-deviation principle for birth-death processes with a linear rate of downward jumps. / Logachov, Artem; Suhov, Yuri; Vvedenskaya, Nikita et al.

In: Journal of Applied Probability, 2023.

Research output: Contribution to journal › Article › peer-review

Harvard

Logachov, A, Suhov, Y, Vvedenskaya, N & Yambartsev, A 2023, 'A large-deviation principle for birth-death processes with a linear rate of downward jumps', Journal of Applied Probability. https://doi.org/10.1017/jpr.2023.75

APA

Logachov, A., Suhov, Y., Vvedenskaya, N., & Yambartsev, A. (2023). A large-deviation principle for birth-death processes with a linear rate of downward jumps. Journal of Applied Probability. https://doi.org/10.1017/jpr.2023.75

Vancouver

Logachov A, Suhov Y, Vvedenskaya N, Yambartsev A. A large-deviation principle for birth-death processes with a linear rate of downward jumps. Journal of Applied Probability. 2023. doi: 10.1017/jpr.2023.75

Author

Logachov, Artem ; Suhov, Yuri ; Vvedenskaya, Nikita et al. / A large-deviation principle for birth-death processes with a linear rate of downward jumps. In: Journal of Applied Probability. 2023.

BibTeX

@article{568e09c9151b4885ac71ce33235de880,
title = "A large-deviation principle for birth-death processes with a linear rate of downward jumps",
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.",
keywords = "Large-deviation principle, birth-death processes, local large-deviation principle, rate functional",
author = "Artem Logachov and Yuri Suhov and Nikita Vvedenskaya and Anatoly Yambartsev",
note = "A. L. and A. Y. thank FAPESP for support under Grant 2022/01030-0 and 2017/10555-0. A. L. is also supported by the Mathematical Center in Akademgorodok under agreement no. 075-15-2022-282 with the Ministry of Science and Higher Education of the Russian Federation. Публикация для корректировки.",
year = "2023",
doi = "10.1017/jpr.2023.75",
language = "English",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Cambridge University Press",

}

RIS

TY - JOUR

T1 - A large-deviation principle for birth-death processes with a linear rate of downward jumps

AU - Logachov, Artem

AU - Suhov, Yuri

AU - Vvedenskaya, Nikita

AU - Yambartsev, Anatoly

N1 - A. L. and A. Y. thank FAPESP for support under Grant 2022/01030-0 and 2017/10555-0. A. L. is also supported by the Mathematical Center in Akademgorodok under agreement no. 075-15-2022-282 with the Ministry of Science and Higher Education of the Russian Federation. Публикация для корректировки.

PY - 2023

Y1 - 2023

N2 - 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.

AB - 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.

KW - Large-deviation principle

KW - birth-death processes

KW - local large-deviation principle

KW - rate functional

UR - https://www.scopus.com/record/display.uri?eid=2-s2.0-85176092405&origin=inward&txGid=112fa0cbfbe4da6e876e0a009c5aeb5c

UR - https://www.mendeley.com/catalogue/a2cd0959-5f75-36d5-9fe1-7963f9573c39/

U2 - 10.1017/jpr.2023.75

DO - 10.1017/jpr.2023.75

M3 - Article

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

ER -

ID: 59193963