Random evolution in a scheme of asymptotically small diffusion with Markov switchings (Q465952)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random evolution in a scheme of asymptotically small diffusion with Markov switchings |
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Random evolution in a scheme of asymptotically small diffusion with Markov switchings (English)
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24 October 2014
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The subject of the paper is connected with the determination of the limit exponential generator for random evolution in an asymptotically small diffusion scheme using a small parameter of series and the solution to the singular perturbation problem for a uniformly ergodic Markov process. Previously, I. N. Sanov, N. V. Smirnov and D. Kramer studied the problem of determining the probability of large deviations of random quantities. Further, \textit{N. V. Smirnov} [Probability theory and mathematical statistics: Selected works (Russian). Moskow: Nauka (1970)] and \textit{A. N. Kolmogorov} [Basic concepts of probability theory (Russian). Moskow: Nauka (1974; Zbl 0278.60002)] found certain distributions of ``normal'' deviations.
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random evolution
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asymptotically small diffusion
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large deviations
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Markov processes
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exponential generator
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