LARGE DEVIATIONS FOR RANDOM EVOLUTIONS WITH INDEPENDENT INCREMENTS IN THE SCHEME OF THE POISSON APPROXIMATION

被引：0

作者：

Samoilenko, I. V. ^{[1
,2
]}

机构：

[1] Natl Acad Sci Ukraine, Inst Math, Dept Fractal Anal, Tereshchenkivska St 3, UA-01601 Kiev, Ukraine

[2] Natl Acad Sci Ukraine, Inst Math, Dept Fractal Anal, Tereshchenkivska St 3, UA-01601 Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2011年 / 85卷

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Asymptotic analysis of large deviation problem for random evolutions with rode- pendent increments in the scheme of Poisson approximation is realized. Large deviations for random evolutions in the scheme of Poisson approximation are defined by exponential generator for jump process with independent increments.

引用

页码：95 / 101

页数：7

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