Asymptotic Problems in Probability Theory and the Theory of Random Media

DOI10.1137/1135008zbMath0724.60031OpenAlexW1993399217MaRDI QIDQ3212056

Valery Tutubalin, Stanislav Alekseevich Molchanov, Alexander D. Wentzell

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135008

zbMATH Keywords

Gaussian fieldsproducts of random matriceswave propagation in random mediafastly oscillating coefficientsasymptotic problems of modern probability theorydeath of the random walking particlesdiffusion processes with small diffusion coefficientslarge deviations problemslocally infinitely divisible processes

Mathematics Subject Classification ID

Random fields (60G60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Limit theorems on the exit problems for small random perturbations of dynamical systems. II

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