Electronic Communications in Probability

Yule process sample path asymptotics

Arnaud de La Fortelle

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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.

Article information

Electron. Commun. Probab., Volume 11 (2006), paper no. 20, 193-199.

Accepted: 14 September 2006
First available in Project Euclid: 4 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60F10: Large deviations

Large deviations random trees branching process fluid limit Yule process martingale change of measure

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de La Fortelle, Arnaud. Yule process sample path asymptotics. Electron. Commun. Probab. 11 (2006), paper no. 20, 193--199. doi:10.1214/ECP.v11-1215. https://projecteuclid.org/euclid.ecp/1465058863

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