Random evolutions in Poisson approximation scheme

DOI10.17721/1812-5409.2021/2.10MaRDI QIDQ5018591zbMATH OpenOpenAlexFDO

Authors T. A. Samoĭlenko, B. V. Dovgaj, I. V. Samoĭlenko

Publication date 21 December 2021

Published in Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.17721/1812-5409.2021/2.10

zbMATH Keywords

large deviations problemPoisson approximation schemerandom evolution

Mathematics Subject Classification ID

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

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Cited in

(6)

• Nonlinear normalization of random evolution in the Levy approximation scheme
• Differential equations with small stochastic additions under Poisson approximation conditions
• Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
• The behavior of the generator normalization factor in approximation of random processes
• scientific article; zbMATH DE number 5635433 (Why is no real title available?)
• scientific article; zbMATH DE number 176098 (Why is no real title available?)

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