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

DOI10.33048/SEMI.2020.17.092MaRDI QIDQ2201001zbMATHOpenAlexWikidataFDO

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

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)

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Cites work

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• A local large deviation principle for inhomogeneous birth-death processes
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• Large deviations for excursions of non-homogeneous Markov processes
• Markov Chains
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(5)

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• Bid-ask spread dynamics: large upward jump with geometric catastrophes
• A large-deviation principle for birth-death processes with a linear rate of downward jumps
• On local asymptotic normality for birth and death on a flow
• A local large deviation principle for inhomogeneous birth-death processes

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