Yule process sample path asymptotics
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Yule process sample path asymptotics |
2. | Creator | Author's name, affiliation, country | Arnaud de La Fortelle; Mines Paris |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Large deviations, random trees, branching process, fluid limit, Yule process, martingale, change of measure |
3. | Subject | Subject classification | 60F10 |
4. | Description | Abstract | This paper presents two results on sample paths for the Yule process: one fluid limit theorem and one sample path large deviation result. The main interest is to understand the way large deviation occurs in the case of non-homogeneous processes. There are indeed two new phenomena. First there is no ``typical'' speed of large deviation. Second, the large deviation event is concentrated on a finite interval of time. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2006-09-14 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1215 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v11-1215 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 11 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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