Large deviations for impulsive processes of accumulation in a phase merging scheme
DOI:
https://doi.org/10.15407/dopovidi2014.07.007Keywords:
deviations, impulsive processes, phase mergingAbstract
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.
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Koroliuk V. S., Limnios N. Stochastic systems in merging phase space. Hackensack, N. J.; World Scientific, 2005. https://doi.org/10.1142/5979
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
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Samoilenko I. V. Ukr. mat. zhurn., 2008, No. 9: 1282–1286 (in Ukrainian).
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