Random evolution in a scheme of asymptotically small diffusion with Markov switchings
type: Item
instance of: scholarly article
title: Random evolution in a scheme of asymptotically small diffusion with Markov switchings
zbMATH Open document ID: 1308.60092
author: O. I. Kiykovska
author: Ya. M. Chabanyuk
published in: Cybernetics and Systems Analysis
publication date: 2014-10-24T00:00:00Z
review text: The subject of the paper is connected with the determination of the limit exponential generator for random evolution in an asymptotically small diffusion scheme using a small parameter of series and the solution to the singular perturbation problem for a uniformly ergodic Markov process. Previously, I. N. Sanov, N. V. Smirnov and D. Kramer studied the problem of determining the probability of large deviations of random quantities. Further, \textit{N. V. Smirnov} [Probability theory and mathematical statistics: Selected works (Russian). Moskow: Nauka (1970)] and \textit{A. N. Kolmogorov} [Basic concepts of probability theory (Russian). Moskow: Nauka (1974; Zbl 0278.60002)] found certain distributions of ``normal'' deviations.
reviewed by: Sophia L. Kalpazidou
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6361206
zbMATH Keywords: random evolution
zbMATH Keywords: asymptotically small diffusion
zbMATH Keywords: large deviations
zbMATH Keywords: Markov processes
zbMATH Keywords: exponential generator
MaRDI profile type: Publication
full work available at URL: s10559-013-9512-5
OpenAlex ID: W2017947898
cites work: Q4225410
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DOI: 10.1007/S10559-013-9512-5
description: scientific article; zbMATH DE number 6361206