arXiv subjects

Igor V. Samoilenko

Publications and source records attributed to Igor V. Samoilenko.

2 recordsLinked to original sources

arXiv2011

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

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.

math.PR↗

arXiv2011

Weak convergence of Markovian random evolution in a multidimensional space

We study Markovian symmetry and non-symmetry random evolutions in $\mathbf{R}^n$. Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is proved using problems of singular perturbation for the generators of evolutions. Relative compactness in $\mathbf{D}_{\mathbf{R}^n\timesΘ}[0,\infty)$ of the families of Markovian random evolutions is also shown.

math.PR↗