Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion

2013 ◽  
pp. 203-219
Author(s):  
Volodymyr S. Korolyuk ◽  
Igor V. Samoilenko
Keyword(s):  
Large Deviations ◽  
Small Diffusion ◽  
Random Evolutions

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

2015 ◽  
Vol 0 (0) ◽  
Author(s):  
Igor V. Samoilenko
Keyword(s):  
Asymptotic Analysis ◽  
Large Deviations ◽  
Process With Independent Increments ◽  
Independent Increments ◽  
Exponential Generator ◽  
Random Evolutions

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

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