Large deviations for random evolutions with independent increments in the scheme of L\'evy approximation
Probability
2011-12-30 v1
Abstract
In the work asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of L\'{e}vy 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.
Keywords
Cite
@article{arxiv.1112.6239,
title = {Large deviations for random evolutions with independent increments in the scheme of L\'evy approximation},
author = {Igor V. Samoilenko},
journal= {arXiv preprint arXiv:1112.6239},
year = {2011}
}