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

نویسندگان

چکیده

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 arrival times Poisson process, each catastrophe time, randomly selected portion is eliminated. For we derive an asymptotic upper bound for maximum value prove local large deviation principle.

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ژورنال

عنوان ژورنال: Brazilian Journal of Probability and Statistics

سال: 2021

ISSN: ['2317-6199', '0103-0752']

DOI: https://doi.org/10.1214/20-bjps472