有灾难的过程大偏差观点

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-07-29 DOI:10.1016/j.spa.2024.104447
A. Logachov , O. Logachova , A. Yambartsev
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引用次数: 0

摘要

在本文中,我们提出了一个新的灾变定义,并展示了我们对满足该定义的具有灾变的泊松过程的大偏差结果。我们之前的工作主要针对(几乎)均匀分布的灾难,但本文将结果扩展到了更大类别的灾难。我们证明,无论灾难事件的分布如何,速率函数都是相同的。此外,我们还扩展并概括了之前关于所考虑过程的上位数极限行为的结果。
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Processes with catastrophes: Large deviation point of view

In this paper, we propose a new definition of catastrophes and present our results on large deviations for Poisson processes with catastrophes that satisfy this definition. Our earlier work focused on (almost) uniformly distributed catastrophes, but the current paper extends the results to a larger class of catastrophes. We show that the rate function remains the same regardless of the distribution of catastrophic events. Additionally, we extend and generalize our previous results on the limiting behavior of the supremum of the considered processes.

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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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