Estimates of probabilities of large deviations in problems of estimation of calculated actions. I

• Date: 1991
• Main Authors: Bondarev , В. V., Dzundza , A. I., Бондарев , Б. В., Дзундза , А. И.
• Format: Article
• Language: Russian
• Published: Institute of Mathematics, NAS of Ukraine 1991
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/9301
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

Let there be given a velocity field described by some function that depends both on time and a point of a phase space. It is assumed that the velocity field is subject to small random perturbations that are, in the general case, generalized derivatives of a pre-Gaussian process. On the basis of obse...