The local principle of large deviations for compound Poisson process with catastrophes

DOI10.1214/20-BJPS472zbMATH Open1471.60039arXiv1806.07459OpenAlexW3154944629MaRDI QIDQ2233652FDOQ2233652

Yanyan Li

Publication date: 11 October 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: The continuous time Markov process considered in this paper belongs to a class of population models with linear growth and catastrophes. There, the catastrophes happen at the arrival times of a Poisson process, and at each catastrophe time, a randomly selected portion of the population is eliminated. For this population process, we derive an asymptotic upper bound for the maximum value and prove the local large deviation principle.

Full work available at URL: https://arxiv.org/abs/1806.07459

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zbMATH Keywords

large deviation principlecompound Poisson processeslocal large deviation principleprocesses with catastrophesprocesses with resettings

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited In (2)

• The large deviation principle for a compound Poisson process
• Processes with catastrophes: large deviation point of view

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