Yule process sample path asymptotics
Arnaud de La Fortelle, Mines Paris
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.
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