Some large-deviation theorems for branching diffusions (Q1201173)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some large-deviation theorems for branching diffusions |
scientific article |
Statements
Some large-deviation theorems for branching diffusions (English)
0 references
17 January 1993
0 references
A branching diffusion process is studied when its diffusivity decreases to 0 at the rate of \(\varepsilon<<1\) and its branching-transmutation intensity increases at the rate of \(\varepsilon^{-1}\). The author derives the action functionals which describe some large deviations of the processes as \(\varepsilon\to 0\). In particular, the asymptotic probability as \(\varepsilon\to 0\) that the sample tree contains a branch close to a given function \(\varphi(t)\), and the asymptotic probability that the sample tree contains a 2-branch close to given functions \((\varphi_ 1(t),\varphi_ 2(t))\) are obtained.
0 references
large-deviation theorems
0 references
branching diffusion process
0 references
action functionals
0 references