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

DOI10.33048/semi.2020.17.092zbMath1454.60132OpenAlexW3094632066WikidataQ122113060 ScholiaQ122113060MaRDI QIDQ2201001

Yanyan Li

Publication date: 24 September 2020

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2020.17.092

zbMATH Keywords

rate functionlarge deviations principlebirth and death processlocal large deviations principlenormalization (scaling)

Mathematics Subject Classification ID

Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• The local principle of large deviations for solutions of Itô stochastic equations with quick drift
• Large deviations for excursions of non-homogeneous Markov processes
• A local large deviation principle for inhomogeneous birth-death processes
• A non-linear model of trading mechanism on a financial market
• Markov Chains
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