Abstract
Asymptotic analysis of the problem of large deviations for random evolutions with independent increments in the circuit of the Lévy approximation is carried out. Large deviations for random evolutions in the circuit of the Lévy approximation are determined by the exponential generator for a jump process with independent increments.
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Translated from Ukrains’kiĭ Matematychnyĭ Visnyk, Vol. 12, No. 1, pp. 67–85, January–February, 2015.
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Samoilenko, I.V. Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation. J Math Sci 210, 52–66 (2015). https://doi.org/10.1007/s10958-015-2547-6
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DOI: https://doi.org/10.1007/s10958-015-2547-6