Large deviations for random evolutions with independent increments in a scheme of Levy approximation
Asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of the L´evy approximation is carried out. Large deviations for random evolutions in the circuit of the L´evy approximation are determined by the exponential generator for a jump p...
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| Опубліковано в: : | Український математичний вісник |
|---|---|
| Дата: | 2015 |
| Автор: | |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут прикладної математики і механіки НАН України
2015
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/124488 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Large deviations for random evolutions with independent increments in a scheme of Levy approximation / I.V. Samoilenko // Український математичний вісник. — 2015. — Т. 12, № 1. — С. 67-84. — Бібліогр.: 28 назв. — англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862662699793514496 |
|---|---|
| author | Samoilenko, I.V. |
| author_facet | Samoilenko, I.V. |
| citation_txt | Large deviations for random evolutions with independent increments in a scheme of Levy approximation / I.V. Samoilenko // Український математичний вісник. — 2015. — Т. 12, № 1. — С. 67-84. — Бібліогр.: 28 назв. — англ. |
| collection | DSpace DC |
| container_title | Український математичний вісник |
| description | Asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of the L´evy approximation is carried out. Large deviations for random evolutions in the circuit of the L´evy approximation are determined by the exponential generator for a jump process with independent increments.
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| first_indexed | 2025-12-02T13:41:44Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-124488 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 1810-3200 |
| language | English |
| last_indexed | 2025-12-02T13:41:44Z |
| publishDate | 2015 |
| publisher | Інститут прикладної математики і механіки НАН України |
| record_format | dspace |
| spelling | Samoilenko, I.V. 2017-09-27T06:02:11Z 2017-09-27T06:02:11Z 2015 Large deviations for random evolutions with independent increments in a scheme of Levy approximation / I.V. Samoilenko // Український математичний вісник. — 2015. — Т. 12, № 1. — С. 67-84. — Бібліогр.: 28 назв. — англ. 1810-3200 2010 MSC. 60J55, 60B10, 60F17, 60K10. https://nasplib.isofts.kiev.ua/handle/123456789/124488 Asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of the L´evy approximation is carried out. Large deviations for random evolutions in the circuit of the L´evy approximation are determined by the exponential generator for a jump process with independent increments. en Інститут прикладної математики і механіки НАН України Український математичний вісник Large deviations for random evolutions with independent increments in a scheme of Levy approximation Article published earlier |
| spellingShingle | Large deviations for random evolutions with independent increments in a scheme of Levy approximation Samoilenko, I.V. |
| title | Large deviations for random evolutions with independent increments in a scheme of Levy approximation |
| title_full | Large deviations for random evolutions with independent increments in a scheme of Levy approximation |
| title_fullStr | Large deviations for random evolutions with independent increments in a scheme of Levy approximation |
| title_full_unstemmed | Large deviations for random evolutions with independent increments in a scheme of Levy approximation |
| title_short | Large deviations for random evolutions with independent increments in a scheme of Levy approximation |
| title_sort | large deviations for random evolutions with independent increments in a scheme of levy approximation |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/124488 |
| work_keys_str_mv | AT samoilenkoiv largedeviationsforrandomevolutionswithindependentincrementsinaschemeoflevyapproximation |