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

DOI10.1080/03610926.2011.581155zbMath1315.60036OpenAlexW1975562117MaRDI QIDQ2890074

Vladimir S. Korolyuk

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.581155

zbMATH Keywords

singular perturbation problemasymptotically small diffusionlarge deviation problemMarkov random evolutionnonlinear exponential operator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10)

Related Items (2)

Large deviations problem for random evolution processes ⋮ Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation

Cites Work

• Large deviations for processes with independent increments

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