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

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

Authors I. V. Samoĭlenko

Publication date 13 January 2016

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

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

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)

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.

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Cited in

(11)

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• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• Random evolutions in Poisson approximation scheme
• Large deviations problem for random evolution processes
• Large deviations for impulsive processes in the scheme of the Lévy approximation
• Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging
• The behavior of the generator normalization factor in approximation of random processes
• scientific article; zbMATH DE number 5855657 (Why is no real title available?)
• Nonlinear normalization of random evolution in the Levy approximation scheme
• Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation

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