A local large deviation principle for inhomogeneous birth-death processes
classification
🧮 math.PR
keywords
processbirth-deathasymptoticallyasymptoticsconsiderscontainedcontinuouscontinuous-time
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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 asymptotics for the probability of excursions of a re-scaled process contained within a neighborhood of a given continuous non-negative function.
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