Large deviations for random evolutions with independent increments in the scheme of Levy approximation with split and double merging

被引：2

作者：

Samoilenko, Igor V. ^{[1
]}

机构：

[1] Taras Shevchenko Natl Univ Kyiv, Fac Cybernet, Volodymyrska Str 64, UA-01601 Kiev, Ukraine

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2015年 / 23卷 / 02期

关键词：

Levy approximation; split and double merging; nonlinear exponential generator; Markov process; process with independent increments; piecewise deterministic Markov process; singular perturbation;

D O I：

10.1515/rose-2014-0034

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 the problem of large deviations for random evolutions with independent increments in the circuit of Levy approximation with split and double merging is carried out. Large deviations for random evolutions in the circuit of Levy approximation with split and double merging are determined by the exponential generator for the jumping process with independent increments.

引用

页码：137 / 149

页数：13

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