A Local Large Deviation Principle for Inhomogeneous Birth–Death Processes

The paper considers a continuous-time birth–death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotic for the probability of trajectories of a re-scaled process contained within a neighborhood of a given continuous...

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Bibliographic Details
Published in:Problems of information transmission 2018-07, Vol.54 (3), p.263-280
Main Authors: Vvedenskaya, N. D., Logachov, A. V., Suhov, Yu. M., Yambartsev, A. A.
Format: Article
Language:English
Subjects:
Asymptotic properties
Communications Engineering
Continuity (mathematics)
Control
Dependence
Electrical Engineering
Engineering
Information Storage and Retrieval
Large Systems
Networks
Systems Theory
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Summary:The paper considers a continuous-time birth–death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotic for the probability of trajectories of a re-scaled process contained within a neighborhood of a given continuous nonnegative function.
ISSN:0032-9460
1608-3253
DOI:10.1134/S0032946018030067