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Problemy Peredachi Informatsii, 2018, Volume 54, Issue 3, Pages 73–91 (Mi ppi2275)  
This article is cited in 5 scientific papers (total in 5 papers)

Large Systems

A local large deviation principle for inhomogeneous birth-death processes

N. D. Vvedenskayaa, A. V. Logachovbcd, Yu. M. Suhovea, A. A. Yambartsevf

a Dobrushin Mathematical Laboratory, Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
b Laboratory of Applied Mathematics, Novosibirsk State University, Novosibirsk, Russia
c Statistics Division, Novosibirsk State University of Economics and Management, Novosibirsk, Russia
d Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
e Mathematical Department, Pennsylvania State University, University Park, State College, USA
f Department of Statistics, Institute of Mathematics and StatisticsUniversity of São Paulo, São Paulo, Brazil
Full-text PDF (280 kB) Citations (5)
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Abstract: The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotic for the probability of trajectories of a re-scaled process contained within a neighborhood of a given continuous nonnegative function.
Funding agency Grant number
Russian Science Foundation 14-50-00150
18-11-00129
National Council for Scientific and Technological Development (CNPq) 301050/2016-3
Fundação de Amparo à Pesquisa do Estado de São Paulo 2017/10555-0
The research was carried out at the Institute for Information Transmission Problems of the Russian Academy of Sciences at the expense of the Russian Science Foundation, project no. 14-50-00150.
The research was carried out at the expense of the Russian Science Foundation, project no. 18-11-00129.
Supported by the Brazilian National Council for Scientific and Technological Development (CNPq), grant no. 301050/2016-3, and São Paulo Research Foundation (FAPESP), grant no. 2017/10555-0.
Received: 17.11.2016
Revised: 12.02.2018
English version:
Problems of Information Transmission, 2018, Volume 54, Issue 3, Pages 263–280
DOI: https://doi.org/10.1134/S0032946018030067
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: N. D. Vvedenskaya, A. V. Logachov, Yu. M. Suhov, A. A. Yambartsev, “A local large deviation principle for inhomogeneous birth-death processes”, Probl. Peredachi Inf., 54:3 (2018), 73–91; Problems Inform. Transmission, 54:3 (2018), 263–280
Citation in format AMSBIB
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\paper A local large deviation principle for inhomogeneous birth-death processes
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\pages 73--91
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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