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A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process. / Logachov, A. V.; Suhov, Y. M.; Vvedenskaya, N. D. и др.

в: Siberian Electronic Mathematical Reports, Том 17, 2020, стр. 1258-1269.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Logachov, AV, Suhov, YM, Vvedenskaya, ND & Yambartsev, AA 2020, 'A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process', Siberian Electronic Mathematical Reports, Том. 17, стр. 1258-1269. https://doi.org/10.33048/semi.2020.17.092

APA

Logachov, A. V., Suhov, Y. M., Vvedenskaya, N. D., & Yambartsev, A. A. (2020). A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process. Siberian Electronic Mathematical Reports, 17, 1258-1269. https://doi.org/10.33048/semi.2020.17.092

Vancouver

Logachov AV, Suhov YM, Vvedenskaya ND, Yambartsev AA. A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process. Siberian Electronic Mathematical Reports. 2020;17:1258-1269. doi: 10.33048/semi.2020.17.092

Author

Logachov, A. V. ; Suhov, Y. M. ; Vvedenskaya, N. D. и др. / A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process. в: Siberian Electronic Mathematical Reports. 2020 ; Том 17. стр. 1258-1269.

BibTeX

@article{e3d61afbcc7b467280f582824e72080c,
title = "A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process",
abstract = "This work is a continuation of [13].We consider a continuoustime 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, large deviations principle, local large deviations principle, normalization (scaling), rate function",
author = "Logachov, {A. V.} and Suhov, {Y. M.} and Vvedenskaya, {N. D.} and Yambartsev, {A. A.}",
note = "Funding Information: NDV thanks Russian Science Foundation for the financial support through Grant 14-50-00150. AVL thanks FAPESP (S ao Paulo Research Foundation) for the financial support via Grant 2017/20482 and also thanks RFBR (Russian Foundation for Basic Research) grant 18-01-00101. YMS thanks The Math Department, Penn State University, for hospitality and support and St John's College, Cambridge, for financial support. AAY thanks CNPq (National Council for Scientific and Technological Development) and FAPESP for the financial support via Grants 301050/2016-3 and 2017/10555-0, respectively. Received November, 11, 2019 {\~a}., published September, 7, 2020.",
year = "2020",
doi = "10.33048/semi.2020.17.092",
language = "English",
volume = "17",
pages = "1258--1269",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",

}

RIS

TY - JOUR

T1 - A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process

AU - Logachov, A. V.

AU - Suhov, Y. M.

AU - Vvedenskaya, N. D.

AU - Yambartsev, A. A.

N1 - Funding Information: NDV thanks Russian Science Foundation for the financial support through Grant 14-50-00150. AVL thanks FAPESP (S ao Paulo Research Foundation) for the financial support via Grant 2017/20482 and also thanks RFBR (Russian Foundation for Basic Research) grant 18-01-00101. YMS thanks The Math Department, Penn State University, for hospitality and support and St John's College, Cambridge, for financial support. AAY thanks CNPq (National Council for Scientific and Technological Development) and FAPESP for the financial support via Grants 301050/2016-3 and 2017/10555-0, respectively. Received November, 11, 2019 ã., published September, 7, 2020.

PY - 2020

Y1 - 2020

N2 - This work is a continuation of [13].We consider a continuoustime 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.

AB - This work is a continuation of [13].We consider a continuoustime 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.

KW - birth – and – death process

KW - large deviations principle

KW - local large deviations principle

KW - normalization (scaling)

KW - rate function

UR - http://www.scopus.com/inward/record.url?scp=85099406854&partnerID=8YFLogxK

U2 - 10.33048/semi.2020.17.092

DO - 10.33048/semi.2020.17.092

M3 - Article

AN - SCOPUS:85099406854

VL - 17

SP - 1258

EP - 1269

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

ER -

ID: 27488434