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Large deviations for impulsive processes in the scheme of Poisson approximation

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Ukrainian Mathematical Journal Aims and scope

We perform the asymptotic analysis of the problem of large deviations for impulsive processes in the scheme of Poisson approximation. Large deviations for impulsive processes in the scheme of Poisson approximation are determined by the exponential generator of a jump process with independent increments.

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Authors and Affiliations

  1. Institute of Mathematics, Ukrainian National Academy of Sciences, Kyiv, Ukraine

    I. V. Samoilenko

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  1. I. V. Samoilenko
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 64, No. 11, pp. 1526–1535, November, 2012.

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Samoilenko, I.V. Large deviations for impulsive processes in the scheme of Poisson approximation. Ukr Math J 64, 1727–1738 (2013). https://doi.org/10.1007/s11253-013-0747-0

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  • DOI: https://doi.org/10.1007/s11253-013-0747-0

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