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arXiv · 1911.03981

A remark on normalizations in a local principle of large deviations

A. V. Logachov·Y. M. Suhov·N. D. Vvedenskaya·A. A. Yambartsev
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Abstract

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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A. V. Logachov, Y. M. Suhov, N. D. Vvedenskaya, A. A. Yambartsev. 2019-11-10. A remark on normalizations in a local principle of large deviations. https://arxiv.org/abs/1911.03981

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