A remark on normalizations in a local principle of large deviations
This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic for the probability that a sample path of a normalized process...
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Zusammenfassung: | This work is a continuation of [7]. We consider a continuous-time
birth-and-death process in which the transition rates have an asymptotical
power-law dependence upon the position of the process. We establish rough
exponential asymptotic for the probability that a sample path of a normalized
process lies in a neighborhood of a given nonnegative continuous function. We
propose a variety of normalization schemes for which the large deviation
functional preserves its natural integral form. |
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DOI: | 10.48550/arxiv.1911.03981 |