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Large deviations for impulsive processes in the scheme of Poisson approximation

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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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Author information

Correspondence to I. V. Samoilenko.

Additional information

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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Keywords

  • Markov Process
  • Asymptotic Analysis
  • Jump Process
  • Independent Increment
  • Exponential Generator