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

Statistics and Probability Letters

Volumn 80, Issue 13-14, 2010, Pages 1121-1127

  Pakdaman, Khashayar ^a   Thieullen, Michèle ^b   Wainrib, Gilles ^a,b,c  

^a INSTITUT JACQUES MONOD   (France)

^b University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^c Centre de Recherche en Epistemologie Appliquee Ecole Polytechnique   (France)

Author keywords

Birth and death; Diffusion approximation; Exit points; Jump process; Large deviations

Indexed keywords

EID: 77953023526     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.03.006     Document Type: Article

References (14)

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