Large deviations problem for random evolution processes
DOI10.1090/tpms/996zbMath1357.60032MaRDI QIDQ2960460
Igor V. Samoilenko, Vladimir S. Korolyuk
Publication date: 9 February 2017
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/996
large deviations; asymptotically small diffusion; Lévy approximation; random evolution processes; exponential nonlinear generator
60G51: Processes with independent increments; Lévy processes
60G60: Random fields
60J60: Diffusion processes
60F10: Large deviations
60F17: Functional limit theorems; invariance principles
60J55: Local time and additive functionals
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations for impulsive processes in the scheme of Poisson approximation
- Storage impulsive processes in the merging phase space
- Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
- Martingale problems for large deviations of Markov processes
- Random evolutions with locally independent increments on increasing time intervals
- Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging
- Dynamic random evolutions on increasing time intervals
- Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
- 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
- Storage impulsive processes on increasing time intervals
- Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
