2017
Том 69
№ 9

All Issues

Large deviations for impulsive processes in the scheme of Poisson approximation

Samoilenko I. V.

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Abstract

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.

English version (Springer): Ukrainian Mathematical Journal 64 (2012), no. 11, pp 1727-1738.

Citation Example: Samoilenko I. V. Large deviations for impulsive processes in the scheme of Poisson approximation // Ukr. Mat. Zh. - 2012. - 64, № 11. - pp. 1526-1535.

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