Large deviations for impulsive processes in the scheme of Poisson approximation
Asymptotic analysis of the large deviation problem for impulsive processes in the scheme of Poisson approximation is performed. Large deviations for impulsive processes in the scheme of Poisson approximation are defined by an exponential generator for a jump process with independent increments.
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| Date: | 2012 |
|---|---|
| Main Authors: | Samoilenko, I. V., Самойленко, І. В. |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2012
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2678 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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