Large deviations for impulsive processes in the scheme of the Lévy approximation

Author:
I. V. Samoĭlenko

Translated by:
N. Semenov

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **88** (2013).

Journal:
Theor. Probability and Math. Statist. **88** (2014), 151-160

MSC (2010):
Primary 60J55, 60B10, 60F17, 60K10; Secondary 60G46, 60G60

DOI:
https://doi.org/10.1090/S0094-9000-2014-00925-4

Published electronically:
July 24, 2014

MathSciNet review:
3112641

Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: Asymptotic analysis of the large deviations problem for impulsive processes in the scheme of the Lévy approximation is realized. Large deviations for impulsive processes in the scheme of the Lévy approximation are defined by the exponential generator for a jump process with independent increments.

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Additional Information

**I. V. Samoĭlenko**

Affiliation:
Department of Fractal Analysis, Institute of Mathematics of National Academy of Science of Ukraine, Tereshchenkivs’ka Street, 3, Kyiv 01601, Ukraine

Email:
isamoil@imath.kiev.ua

DOI:
https://doi.org/10.1090/S0094-9000-2014-00925-4

Keywords:
Large deviations,
impulsive process,
L\'evy approximation,
exponential nonlinear operator

Received by editor(s):
October 10, 2012

Published electronically:
July 24, 2014

Additional Notes:
The author is grateful to Academician of the National Academy of Science of Ukraine V. S. Koroliuk for posing the problem and for constant attention to its implementation

Article copyright:
© Copyright 2014
American Mathematical Society