Large Deviation Problems for Markov Random Evolution with Independent Increments in the Scheme of Asymptotically Small Diffusion

被引：2

作者：

Koroliuk, Volodymyr S. ^{[1
]}

机构：

[1] Ukrainian Acad Sci, Inst Math, Dept Probabil Theory, Kiev, Ukraine

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2011年 / 40卷 / 19-20期

关键词：

Asymptotically small diffusion; Large deviation problem; Markov random evolution; Nonlinear exponential operator; Singular perturbation problem;

D O I：

10.1080/03610926.2011.581155

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：

The exponential generator of large deviations for random evolutions with independent increments is realized in the scheme of asymptotically small diffusion by using a solution of the singular perturbation problem for a reducible invertible operator.

引用

页码：3385 / 3395

页数：11

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