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

DOI10.33048/SEMI.2020.17.092zbMATH Open1454.60132OpenAlexW3094632066WikidataQ122113060 ScholiaQ122113060MaRDI QIDQ2201001FDOQ2201001

Authors: Yanyan Li 

Publication date: 24 September 2020

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

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

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zbMATH Keywords

large deviations principlerate functionbirth 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

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

Cited In (5)

• A large-deviation principle for birth-death processes with a linear rate of downward jumps
• A local large deviation principle for inhomogeneous birth-death processes
• Title not available (Why is that?)
• On local asymptotic normality for birth and death on a flow
• Bid-ask spread dynamics: large upward jump with geometric catastrophes

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