24 citations · 83 across the 28 of their papers we have counts for
3 papers · 1 filter
On the emergence of random initial conditions in fluid limits
A. D. Barbour, P. Chigansky, F. C. Klebaner
The paper presents a phenomenon occurring in population processes that start near zero and have large carrying capacity. By the classical result of Kurtz~(1970), such processes, no…
Mimicking self-similar processes
Jie Yen Fan, Kais Hamza, Fima Klebaner
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to…
Large Deviations for processes on half-line
F. C. Klebaner, A. V. Logachov, A. A. Mogulski
We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuou…