Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
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Publication:2849281
DOI10.1090/S0094-9000-2013-00878-3zbMath1277.60124MaRDI QIDQ2849281
Publication date: 17 September 2013
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
large deviations; exponential nonlinear operator; Poissonian approximation; random evolution with independent increments
60G51: Processes with independent increments; Lévy processes
60J25: Continuous-time Markov processes on general state spaces
60F10: Large deviations
60F17: Functional limit theorems; invariance principles
Related Items
Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation, Large deviations for solutions of one dimensional Itô equations, Large deviations problem for random evolution processes
Cites Work
- Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
- Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
- Large deviations for processes with independent increments
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