Large deviations for excursions of non-homogeneous Markov processes

DOI10.1214/ECP.V19-3289zbMath1320.60080arXiv1203.4004MaRDI QIDQ457785

Anatoli Yambartsev, Anatoliĭ Alfredovich Mogul'skiĭ, Eugene A. Pechersky

Publication date: 29 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4004

zbMATH Keywords

excursionslarge deviationsnon-homogeneous Markov processes

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

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The local principle of large deviations for solutions of Itô stochastic equations with quick drift ⋮ A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process ⋮ A local large deviation principle for inhomogeneous birth-death processes

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