Open AccessThe Problem of Large Deviations for Markov Evolutions in the Scheme of Poisson and Lévy Approximation
Author(s) -
Oksana Yarova,
Ya. I. Yeleyko
Publication year - 2017
Publication title -
contemporary mathematics and statistics
Language(s) - English
Resource type - Journals
eISSN - 2163-1204
pISSN - 2163-1190
DOI - 10.7726/cms.2017.1003
Subject(s) - poisson distribution , scheme (mathematics) , mathematics , statistical physics , markov chain , physics , mathematical analysis , statistics
We consider the Markov random evolutions and their approximations. These evolutions are considered in Poisson approximation and Lévy approximation scheme. The main object of study is the exponential generator of random processes with independent increments. Generators of random evolutions are normalized by parameters, which are nonlinear functions.
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