A remark on normalizations in a local large deviations principle for inhomogeneous birth-and-death process

摘要

This work is a continuation of [13]. We consider a continuoustime birth and death process in which the transition rates are regularly varying function of the process position. We establish rough exponential asymptotic for the probability that a sample path of a normalized process lies in a neighborhood of a given nonnegative continuous function. We propose a variety of normalization schemes for which the large deviation functional preserves its natural integral form.