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2006 Yule process sample path asymptotics
Arnaud de La Fortelle
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Electron. Commun. Probab. 11: 193-199 (2006). DOI: 10.1214/ECP.v11-1215

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.

Citation

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Arnaud de La Fortelle. "Yule process sample path asymptotics." Electron. Commun. Probab. 11 193 - 199, 2006. https://doi.org/10.1214/ECP.v11-1215

Information

Accepted: 14 September 2006; Published: 2006
First available in Project Euclid: 4 June 2016

zbMATH: 1110.60035
MathSciNet: MR2266709
Digital Object Identifier: 10.1214/ECP.v11-1215

Subjects:
Primary: 60F10

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