Large deviations for impulsive processes of accumulation in a phase merging scheme

TitleLarge deviations for impulsive processes of accumulation in a phase merging scheme
Publication TypeJournal Article
Year of Publication2014
AuthorsKoroliuk, VS, Samoilenko, IV
Abbreviated Key TitleDopov. Nac. akad. nauk Ukr.
DOI10.15407/dopovidi2014.07.007
Issue7
SectionMathematics
Pagination7-14
Date Published7/2014
LanguageUkrainian
Abstract

We study the large deviation problem for an impulsive process of accumulation in a phase merging scheme. A nonlinear exponential generator that solves this problem is found under the total and local balance conditions.

Keywordsdeviations, impulsive processes, phase merging
References: 

1. Koroliuk V. S., Limnios N. Stochastic systems in merging phase space. Hackensack, N. J.; World Scientific, 2005. https://doi.org/10.1142/5979
2. Feng J., Kurtz T. G. Large deviation for stochastic processes. In: Mathematical Surveys and Monographs; Vol. 131. Providence, RI: AMS, 2006. https://doi.org/10.1090/surv/131
3. Koroliuk V. S. J. Math. Sci. 2011, 179, No 2: 273–289. https://doi.org/10.1007/s10958-011-0594-1
4. Koroliuk V. S. Commun. Statist. Theory and Methods, 2011, 40, Is. 19–20: 3385–3395.
5. Samoilenko I. V. Ukr. mat. zhurn., 2008, No. 9: 1282–1286 (in Ukrainian).