arXiv subjects

A. Logachov

Publications and source records attributed to A. Logachov.

5 recordsLinked to original sources

arXiv2024

Moderate, large and super large deviations principles for Poisson process with uniform catastrophes

In this paper, we expand and generalize the findings presented in our previous work on the law of large numbers and the large deviation principle for Poisson processes with uniform catastrophes. We study three distinct scalings: sublinear (moderate deviations), linear (large deviations), and superlinear (superlarge deviations). Across these scales, we establish different yet coherent rate functions.

math.PR↗

arXiv2021

Large deviations principle for terminating multidimensional compound renewal processes with application to polymer pinning models

Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The random processes mentioned in the paper are widely used in polymer pinning models.

math.PR↗

arXiv2019

Local large deviation principle for Wiener process with random resetting

We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.

math.PR↗

arXiv2019

Large deviations in a population dynamics with catastrophes

The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear growth and uniform catastrophes, where an eliminating portion of the population is chosen uniformly. The large deviation result provides an optimal trajectory of large fluctuation: it shows how the large fluctuations occur for this class of processes.

math.PR↗

arXiv2019

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

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.

math.PR↗