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 Electronic Communications in Probability > Vol. 11 (2006) > Paper 20 open journal systems 


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.


Full text: PDF

Pages: 193-199

Published on: September 14, 2006
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Electronic Communications in Probability. ISSN: 1083-589X