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

Authors

  • V. S. Koroliuk
  • I.V. Samoilenko

DOI:

https://doi.org/10.15407/dopovidi2014.07.007

Keywords:

deviations, impulsive processes, phase merging

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.

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References

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

Koroliuk V. S. J. Math. Sci. 2011, 179, No 2: 273–289. https://doi.org/10.1007/s10958-011-0594-1

Koroliuk V. S. Commun. Statist. Theory and Methods, 2011, 40, Is. 19–20: 3385–3395.

Samoilenko I. V. Ukr. mat. zhurn., 2008, No. 9: 1282–1286 (in Ukrainian).

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Published

28.02.2025

How to Cite

Koroliuk, V. S., & Samoilenko, I. (2025). Large deviations for impulsive processes of accumulation in a phase merging scheme . Reports of the National Academy of Sciences of Ukraine, (7), 7–14. https://doi.org/10.15407/dopovidi2014.07.007

Issue

No. 7 (2014): Reports of the National Academy of Sciences of Ukraine

Section

Mathematics

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Copyright (c) 2025 Reports of the National Academy of Sciences of Ukraine

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