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

DOI10.1090/S0094-9000-2013-00878-3zbMath1277.60124MaRDI QIDQ2849281

Igor V. Samoilenko

Publication date: 17 September 2013

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

large deviationsexponential nonlinear operatorPoissonian approximationrandom evolution with independent increments

Mathematics Subject Classification ID

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

Related Items (3)

Large deviations for solutions of one dimensional Itô equations ⋮ Large deviations problem for random evolution processes ⋮ Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation

Cites Work

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• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
• Large deviations for processes with independent increments

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