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
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله

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
Journal: Statistics & Probability Letters - Volume 80, Issues 13–14, 1–15 July 2010, Pages 1121–1127
نویسندگان
Khashayar Pakdaman, Michèle Thieullen, Gilles Wainrib,