کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153152 1489901 2010 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Diffusion approximation of birth–death processes: Comparison in terms of large deviations and exit points
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Diffusion approximation of birth–death processes: Comparison in terms of large deviations and exit points
چکیده انگلیسی

We compare the large deviations between jump Markov processes and their diffusion approximations for the problem of escape from a domain. It is known that the escape times are generally asymptotically different, leading to a quantitative error. In this paper we show that the escape point can also be different, which implies a qualitative error. In dimension one, for a general class of birth-and-death processes, we show that there always exists a domain [a,b][a,b] such that the jump process asymptotically escapes from aa and its approximation from bb.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 13–14, 1–15 July 2010, Pages 1121–1127
نویسندگان
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