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

DOI10.1007/S10958-015-2547-6zbMATH Open1330.60050arXiv1112.6239OpenAlexW1684642441MaRDI QIDQ904544FDOQ904544

Authors: I. V. Samoĭlenko 

Publication date: 13 January 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Abstract: In the work asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of L'{e}vy approximation is carried out. Large deviations for random evolutions in the circuit of Levy approximation are determined by exponential generator for jumping process with independent increments.

Full work available at URL: https://arxiv.org/abs/1112.6239

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zbMATH Keywords

large deviationspiecewise deterministic Markov processsingular perturbationjump processindependent incrementsrandom evolutionsnonlinear exponential generatorLévy approximation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10)

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Cited In (5)

• 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
• Title not available (Why is that?)
• Large deviations for processes with independent increments
• Large deviation problems for Markov random evolution with independent increments in the scheme of asymptotically small diffusion

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