Open Access
2006 Yule process sample path asymptotics
Arnaud de La Fortelle
Author Affiliations +
Electron. Commun. Probab. 11: 193-199 (2006). DOI: 10.1214/ECP.v11-1215


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.


Download Citation

Arnaud de La Fortelle. "Yule process sample path asymptotics." Electron. Commun. Probab. 11 193 - 199, 2006.


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

zbMATH: 1110.60035
MathSciNet: MR2266709
Digital Object Identifier: 10.1214/ECP.v11-1215

Primary: 60F10

Keywords: branching process , Change of measure , fluid limit , large deviations , martingale , Random trees , Yule process

Back to Top