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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Bibliographic Details
Date:2012
Main Authors: Samoilenko, I. V., Самойленко, І. В.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2012
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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Ukrains’kyi Matematychnyi Zhurnal