LARGE DEVIATION PROBABILITIES FOR SOME RESCALED SUPERPROCESSES

Citation
K. Fleischmann et I. Kaj, LARGE DEVIATION PROBABILITIES FOR SOME RESCALED SUPERPROCESSES, Annales de l'I.H.P. Probabilites et statistiques, 30(4), 1994, pp. 607-645
Citations number
22
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
02460203
Volume
30
Issue
4
Year of publication
1994
Pages
607 - 645
Database
ISI
SICI code
0246-0203(1994)30:4<607:LDPFSR>2.0.ZU;2-E
Abstract
We consider a class of rescaled superprocesses and derive a full large deviation principle with a ''good'' convex rate functional defined on the measure state space. The rate functional is identified as the Leg endre transform of a log-Laplace functional. The latter is described b y solutions of an explosive reaction-diffusion equation (cumulant equa tion) which is discussed in some detail. In the special case that the motion component in the model is suppressed, the variational problem i s explicitly solved showing in particular that as a rule the rate func tional is not strongly convex and not continuous.