Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation

DOI10.1090/S0094-9000-2013-00878-3zbMATH Open1277.60124MaRDI QIDQ2849281FDOQ2849281

Authors: I. V. Samoĭlenko 

Publication date: 17 September 2013

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

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zbMATH Keywords

large deviationsexponential nonlinear operatorPoissonian approximationrandom evolution with independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25)

Cites Work

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• Large deviations for stochastic processes.
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• Poisson approximation of processes with locally independent increments with Markov switching
• Stochastic systems in merging phase space.
• Large deviations for processes with independent increments
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• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion

Cited In (12)

• Large deviations for impulsive processes of accumulation in a phase merging scheme
• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• Large deviations problem for random evolution processes
• Random evolutions in Poisson approximation scheme
• The behavior of the generator normalization factor in approximation of random processes
• Large deviations for impulsive processes in the scheme of Poisson approximation
• Large deviations for Poisson systems of independent random walks
• Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging
• 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 deviation problems for Markov random evolution with independent increments in the scheme of asymptotically small diffusion
• Large deviations for impulsive processes in the scheme of the Lévy approximation

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