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arXiv · 1112.6239

Large deviations for random evolutions with independent increments in the scheme of Lévy approximation

Igor V. Samoilenko
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Abstract

In the work asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of Lévy approximation is carried out. Large deviations for random evolutions in the circuit of Levy approximation are determined by exponential generator for jumping process with independent increments.

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Igor V. Samoilenko. 2011-12-29. Large deviations for random evolutions with independent increments in the scheme of Lévy approximation. https://arxiv.org/abs/1112.6239

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