Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points

Khashayar Pakdaman (1) , Michèle Thieullen (2) , Gilles Wainrib (1, 2, 3)

1 IJM (UMR_7592) - Institut Jacques Monod
2 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
3 CREA - Centre de recherche en épistémologie appliquée

Mots clés: Diffusion approximation; Large deviations; Exit points; Jump process; Birth and Death

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Khashayar Pakdaman, Michèle Thieullen, Gilles Wainrib. Diffusion approximation of birth-death processes: Comparison in terms of large deviations and exit points. Statistics and Probability Letters, 2010, 80 (13-14), pp.1121-1127. ⟨10.1016/j.spl.2010.03.006⟩. ⟨hal-00512830⟩